HR.test {CPAT}  R Documentation 
RényiType Test
Description
Performs the (univariate) Rényitype test for change in mean, as described in
(Rice et al. ). This is effectively an interface to
stat_Zn
; see its documentation for more details. pvalues are
computed using pZn
, which represents the limiting distribution
of the test statistic under the null hypothesis, which represents the
limiting distribution of the test statistic under the null hypothesis when
kn
represents a sequence t_T
satisfying t_T \to \infty
and t_T/T \to 0
as T \to \infty
. (log
and
sqrt
should be good choices.)
Usage
HR.test(x, kn = log, use_kernel_var = FALSE, stat_plot = FALSE,
kernel = "ba", bandwidth = "and")
Arguments
x 
Data to test for change in mean 
kn 
A function corresponding to the trimming parameter 
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
HR.test(rnorm(1000))
HR.test(rnorm(1000), use_kernel_var = TRUE, kernel = "bo", bandwidth = "nw")