CRAN/E | CPAT

CPAT

Change Point Analysis Tests

Installation

About

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

System requirements GNU make

Key Metrics

Version 0.1.0
R ≥ 3.2
Published 2018-12-25 1940 days ago
Needs compilation? yes
License MIT
License File
CRAN checks CPAT results

Downloads

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Maintainer

Maintainer

Curtis Miller

cmiller@math.utah.edu

Authors

Curtis Miller

aut / cre

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.2

Imports

stats ≥ 3.2
utils ≥ 3.2
grDevices ≥ 3.2
Rdpack ≥0.9
methods ≥ 3.2
Rcpp ≥ 0.12
purrr ≥ 0.2

Suggests

cointReg ≥ 0.2
foreach ≥ 1.4
doRNG ≥ 1.7
doParallel ≥ 1.0
ggplot2 ≥ 2.2
dplyr ≥ 0.7
tikzDevice ≥ 0.12
testthat ≥ 2.0

LinkingTo

Rcpp
RcppArmadillo