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]