ottosven/backCUSUM: Backward CUSUM for Testing and Monitoring Structural Change
This R package accompanies the paper "Backward CUSUM for Testing and Monitoring Structural Change" by Sven Otto and Jörg Breitung (arXiv:2003.02682).
Getting started
Browse package contents
Package details |
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| Author | Sven Otto <sven.otto@uni-bonn.de> |
| Maintainer | Sven Otto <sven.otto@uni-bonn.de> |
| License | GPL-3 + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/ottosven/backCUSUM |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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