cpCopStats {changepointTests} | R Documentation |
This function is used to compute the empirical process used in the changepoint tests
cpCopStats(x)
x |
n x d matrix of pseudo-observations |
M |
Matrix for the cdf |
statS |
Values of the Cramer-von Mises statistics |
statT |
Values of the Kolmogorov-Smirnov statistics |
Bouchra R Nasri and Bruno N Remillard, August 6, 2020