CUSUM.test {CPAT}  R Documentation 
CUSUM Test
Description
Performs the (univariate) CUSUM test for change in mean, as described in
(Rice et al. ). This is effectively an interface to
stat_Vn
; see its documentation for more details. pvalues are
computed using pkolmogorov
, which represents the limiting
distribution of the statistic under the null hypothesis.
Usage
CUSUM.test(x, use_kernel_var = FALSE, stat_plot = FALSE,
kernel = "ba", bandwidth = "and")
Arguments
x 
Data to test for change in mean 
use_kernel_var 
Set to 
stat_plot 
Whether to create a plot of the values of the statistic at all potential change points 
kernel 
If character, the identifier of the kernel function as used in
cointReg (see 
bandwidth 
If character, the identifier for how to compute the
bandwidth as defined in cointReg (see

Value
A htest
class object containing the results of the test
References
Rice G, Miller C, Horváth L (????). “A new class of change point test of Rényi type.” inpress.
Examples
CUSUM.test(rnorm(1000))
CUSUM.test(rnorm(1000), use_kernel_var = TRUE, kernel = "bo",
bandwidth = "nw")