Implements several statistical tests for structural change, specifically the tests featured in Horváth, Rice and Miller (in press): CUSUM (with weighted/trimmed variants), Darling-Erdös, Hidalgo-Seo, Andrews, and the new Rényi-type test.

Change Point Analysis Tests

package-ubuntu-20.04-r-4.0.5#cran#CPAT-0.1.0

<p>Hook triggered when package attached
</p>

<table summary="R argblock">
<tr valign="top">
<td><code>lib</code></td>
<td>
<p>a character string giving the library directory where the package
defining the namespace was found</p>
</td>
</tr>
<tr valign="top">
<td><code>pkg</code></td>
<td>
<p>a character string giving the name of the package</p>
</td>
</tr>
</table>

package-ubuntu-20.04-r-4.0.5#cran#CPAT-0.1.0#docs#dot-onAttach

dot-onAttach

Description

Usage

Arguments

Examples

CPAT

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`lib`	a character string giving the library directory where the package defining the namespace was found
`pkg`	a character string giving the name of the package