DE.test {CPAT}  R Documentation 
DarlingErdös Test
Description
Performs the (univariate) DarlingErdös test for change in mean, as described
in (Rice et al. ). This is effectively an interface
to stat_de
; see its documentation for more details. pvalues
are computed using pdarling_erdos
, which represents the
limiting distribution of the test statistic under the null hypothesis when
a
and b
are chosen appropriately. (Change those parameters at
your own risk!)
Usage
DE.test(x, a = log, b = log, use_kernel_var = FALSE,
stat_plot = FALSE, kernel = "ba", bandwidth = "and")
Arguments
x 
Data to test for change in mean 
a 
The function that will be composed with

b 
The function that will be composed with

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
DE.test(rnorm(1000))
DE.test(rnorm(1000), use_kernel_var = TRUE, kernel = "bo", bandwidth = "nw")