Man pages for ottosven/backCUSUM
Backward CUSUM for Testing and Monitoring Structural Change
| BQ.test | Backward CUSUM R-test (retrospective) |
| breakpoint.est | Breakpoint estimation |
| crit.BQ | Critical values for the retrospective backward CUSUM test |
| crit.Q.Mtest | Critical values for the forward CUSUM monitoring procedure |
| crit.Q.Rtest | Critical values for the retrospective forward CUSUM test |
| crit.SBQ.Mtest | Critical values for the stacked backward CUSUM monitorng... |
| crit.SBQ.Rtest | Critical values for the retrospective stacked backward CUSUM... |
| get.cusumprocess | Multivariate CUSUM process Q_T(r) |
| get.partialcusum | Partial CUSUM process Q_T^*(r) |
| get.recresid | Recursive residuals |
| Q.mon | Multivariate forward CUSUM monitoring with finite horizon |
| Q.mon.infinite | Multivariate forward CUSUM monitoring with infinite horizon |
| Q.test | Forward CUSUM R-test (retrospective) |
| SBQ.mon | Stacked backward CUSUM monitoring with finite horizon |
| SBQ.mon.infinite | Stacked backward CUSUM monitoring with infinite horizon |
| SBQ.test | Stacked backward CUSUM R-test (retrospective) |
