cpCopDStats {changepointTests} | R Documentation |
Function to compute changepoint statistics
Description
This function is used to compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
cpCopDStats(U, n, d)
Arguments
U |
n x d matrix of pseudo-observations |
n |
length of the series |
d |
number of variables |
Value
statS |
Values of the Cramer-von Mises statistics |
statT |
Values of the Kolmogorov-Smirnov statistics |
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
[Package changepointTests version 0.1.7 Index]