Compute Buishand Range Test, Pettit Test, SNHT, Student t-test, and Mann-Whitney Rank Test, to identify breakpoints in series. For all functions NA is allowed. Since all of the mention methods identify only one breakpoint in a series, a general function to look for N breakpoint is given. Also, the Yamamoto test for climate jump is available. Alexandersson, H. (1986) doi:10.1002/joc.3370060607, Buishand, T. (1982) doi:10.1016/0022-1694(82)90066-X, Hurtado, S. I., Zaninelli, P. G., & Agosta, E. A. (2020) doi:10.1016/j.atmosres.2020.104955, Mann, H. B., Whitney, D. R. (1947) doi:10.1214/aoms/1177730491, Pettitt, A. N. (1979) doi:10.2307/2346729, Ruxton, G. D., jul (2006) doi:10.1093/beheco/ark016, Yamamoto, R., Iwashima, T., Kazadi, S. N., & Hoshiai, M. (1985) doi:10.2151/jmsj1965.63.6_1157.
Citation | BreakPoints citation info |