CPAT: 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.
| Version: |
0.1.0 |
| Depends: |
R (≥ 3.2) |
| Imports: |
stats (≥ 3.2), utils (≥ 3.2), grDevices (≥ 3.2), Rdpack (≥
0.9), methods (≥ 3.2), Rcpp (≥ 0.12), purrr (≥ 0.2) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
cointReg (≥ 0.2), foreach (≥ 1.4), doRNG (≥ 1.7), doParallel (≥ 1.0), ggplot2 (≥ 2.2), dplyr (≥ 0.7), tikzDevice (≥ 0.12), testthat (≥ 2.0) |
| Published: |
2018-12-25 |
| Author: |
Curtis Miller [aut, cre] |
| Maintainer: |
Curtis Miller <cmiller at math.utah.edu> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Materials: |
NEWS |
| CRAN checks: |
CPAT results |
Documentation:
Downloads:
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