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>Quantile function for the limiting distribution of the Darling-Erdös
statistic.
</p>

<table summary="R argblock"><tr valign="top">
<td><code>p</code></td>
<td>
<p>The probability associated with the desired quantile</p>
</td>
</tr></table>

<p>The quantile associated with <code>p</code>
</p>

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

qdarling_erdos

Description

Usage

Arguments

Value

Examples

CPAT

We don't support your browser anymore