R: Robust Change-Point Tests

# Robust Change-Point Tests

## Documentation for package ‘robcp’ version 0.3.9

- DESCRIPTION file.

## Help Pages

robcp-package | robcp: Robust Change-Point Tests
cor_cusum | A CUSUM-type test to detect changes in the correlation.
cor_stat | Test statistic to detect Correlation Changes
CUSUM | CUSUM Test Statistic
hl_test | Hodges-Lehmann Test for Change Points
HodgesLehmann | Hodges Lehmann Test Statistic
huber_cusum | Huberized CUSUM test
kthPair | K-th largest element in a sum of sets.
lrv | Long Run Variance
medianDiff | Median of the set X - Y
modifChol | Revised Modified Cholesky Factorization
pBessel | Asymptotic cumulative distribution for the CUSUM Test statistic
pKSdist | Asymptotic cumulative distribution for the CUSUM Test statistic
plot.cpStat | Plot method for change point statistics
print.cpStat | Print method for change point statistics
psi | Transformation of time series
psi_cumsum | Cumulative sum of transformed vectors
Qalpha | Q^{alpha}
robcp | robcp: Robust Change-Point Tests
scale_cusum | Tests for Scale Changes Based on Pairwise Differences
scale_stat | Test statistic to detect Scale Changes
u_hat | Hodges Lehmann Test Statistic
weightedMedian | Weighted Median
wilcox_stat | Wilcoxon-Mann-Whitney Test Statistic for Change Points
wmw_test | Wilocxon-Mann-Whitney Test for Change Points
zeros | Zero of the Bessel function of first kind