%s% |
Concatenate (With Space) |
%s0% |
Concatenate (Without Space) |
.onAttach |
Package Attach Hook Function |
Andrews.test |
Andrews' Test for End-of-Sample Structural Change |
andrews_test |
Univariate Andrews Test for End-of-Sample Structural Change |
andrews_test_reg |
Multivariate Andrews' Test for End-of-Sample Structural Change |
banks |
Bank Portfolio Returns |
CPAT_startup_message |
Create Package Startup Message |
cpt_consistent_var |
Variance Estimation Consistent Under Change |
CUSUM.test |
CUSUM Test |
DE.test |
Darling-Erdös Test |
dZn |
Rényi-Type Statistic Limiting Distribution Density Function |
ff |
Fama-French Five Factors |
getLongRunWeights |
Weights for Long-Run Variance |
get_lrv_vec |
Long-Run Variance Estimation With Possible Change Points |
HR.test |
Rényi-Type Test |
HS.test |
Hidalgo-Seo Test |
pdarling_erdos |
Darling-Erdös Statistic CDF |
phidalgo_seo |
Hidalgo-Seo Statistic CDF |
pkolmogorov |
Kolmogorov CDF |
pZn |
Rènyi-Type Statistic CDF |
qdarling_erdos |
Darling-Erdös Statistic Limiting Distribution Quantile Function |
qhidalgo_seo |
Hidalgo-Seo Statistic Limiting Distribution Quantile Function |
qkolmogorov |
Kolmogorov Distribution Quantile Function |
qZn |
Rènyi-Type Statistic Quantile Function |
rchangepoint |
Simulate Univariate Data With a Single Change Point |
sim_de_stat |
Darling-Erdös Statistic Simulation |
sim_hs_stat |
Hidalgo-Seo Statistic Simulation |
sim_Vn |
CUSUM Statistic Simulation (Assuming Variance) |
sim_Vn_stat |
CUSUM Statistic Simulation |
sim_Zn |
Rènyi-Type Statistic Simulation (Assuming Variance) |
sim_Zn_stat |
Rènyi-Type Statistic Simulation |
stat_de |
Compute the Darling-Erdös Statistic |
stat_hs |
Compute the Hidalgo-Seo Statistic |
stat_Vn |
Compute the CUSUM Statistic |
stat_Zn |
Compute the Rényi-Type Statistic |