cpCopStats {changepointTests}R Documentation

Function to compute the statistics for the traditional empirical process

Description

This function is used to compute the empirical process used in the changepoint tests

Usage

cpCopStats(x)

Arguments

x

n x d matrix of pseudo-observations

Value

M

Matrix for the cdf

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 0.1.5 Index]