CPAT (0.1.0)

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Change Point Analysis Tests.

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

Maintainer: Curtis Miller
Author(s): Curtis Miller [aut, cre]

License: MIT + file LICENSE

Uses: purrr, Rcpp, Rdpack, ggplot2, foreach, tikzDevice, testthat, doRNG, doParallel, dplyr, cointReg

Released about 1 year ago.



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