Semiparametric Analysis of Change-Point


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Documentation for package ‘sac’ version 1.0.2

Help Pages

BootsChapt Bootstrap (Permutation) Test of Change-Point(s) with One-Change or Epidemic Alternative
BootsModelTest Bootstrap Test of the Validity of the Semiparametric Change-Point Model
cumsum.test Nonparametric Test for Change-Point with One-change or Epidemic Alternative
CV.Epidemic.Vn Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative
CV.Epidemic.Wn Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative
Graf.Diagnostic Visualized Model Diagnostic and Loglikelihood Plot
p.Epidemic.Vn The p-values of Test Statistics Based on Asymptotic Distribution
p.Epidemic.Wn The p-values of Test Statistics Based on Asymptotic Distribution
p.OneChange The p-values of Test Statistics Based on Asymptotic Distribution
Plot.ll Visualized Model Diagnostic and Loglikelihood Plot
schapt Semiparametric Analysis of Changepoint
SemiparChangePoint Semiparametric Test of Change-point(s) with One-change or Epidemic Alternative
Sn.alfa Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative