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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.
| Version: | 0.1.0 |
| 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) |
| LinkingTo: | Rcpp, RcppArmadillo |
| 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) |
| Published: | 2018-12-25 |
| DOI: | 10.32614/CRAN.package.CPAT |
| Author: | Curtis Miller [aut, cre] |
| Maintainer: | Curtis Miller <cmiller at math.utah.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | NEWS |
| CRAN checks: | CPAT results |
| Reference manual: | CPAT.pdf |
| Package source: | CPAT_0.1.0.tar.gz |
| Windows binaries: | r-devel: CPAT_0.1.0.zip, r-release: CPAT_0.1.0.zip, r-oldrel: CPAT_0.1.0.zip |
| macOS binaries: | r-release (arm64): CPAT_0.1.0.tgz, r-oldrel (arm64): CPAT_0.1.0.tgz, r-release (x86_64): CPAT_0.1.0.tgz, r-oldrel (x86_64): CPAT_0.1.0.tgz |
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