Change Point Analysis Tests

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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("CPAT")

0.1.0 by Curtis Miller, 2 months ago


Browse source code at https://github.com/cran/CPAT


Authors: Curtis Miller [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE 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