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.
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Curtis Miller, 2 months ago
Browse source code at
Curtis Miller [aut, cre]
MIT + file LICENSE
Imports stats, utils, grDevices, Rdpack, methods, Rcpp, purrr
Suggests cointReg, foreach, doRNG, doParallel, ggplot2, dplyr, tikzDevice, testthat
Linking to Rcpp, RcppArmadillo
System requirements: GNU make
See at CRAN