snht (1.0.5)

0 users

Standard Normal Homogeneity Test.

Implementation of robust and non-robust Standard Normal Homogeneity Test (SNHT) for changepoint detection. This test statistic is equal sided, as proposed in "Homogenization of Radiosonde Temperature Time Series Using Innovation Statistics" by Haimberger, L., 2007. However, the statistic contains an estimate of sigma^2 in the denominator instead of sigma, which seems to be a more appropriate value (based on the paper "Homogenization of Swedish temperature data. Part I: Homogeneity test for linear trends." by Alexandersson, H., and A. Moberg, 1997).

Maintainer: Josh Browning
Author(s): Josh Browning [aut, cre], Carina Schneider [aut]

License: GPL-3

Uses: ggplot2, gridExtra, mgcv, plyr, reshape2, zoo, mvtnorm, knitr

Released about 2 years ago.

5 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of snht yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for snht on google, google scholar, r-help, r-devel.

Visit snht on R Graphical Manual.