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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=CPAT to link to this page.
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