emp.cdf {changepointTests}R Documentation

Function to compute the empirical cdf at given points

Description

This function is used to compute the empirical process used in the changepoint tests

Usage

emp.cdf(x, u)

Arguments

x

n x d matrix of pseudo-observations

u

evaluation points of the cdf

Value

M

Values of the empirical process

cumsum

Associated cumulativ sums

Author(s)

Bouchra R Nasri and Bruno N Remillard, August 6, 2020


[Package changepointTests version 0.1.7 Index]