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