CPAT: Change Point Analysis Tests

Implements several statistical tests for structural change, specifically the tests featured in Horváth, Rice and Miller (in press): CUSUM (with weighted/trimmed variants), Darling-Erdös, Hidalgo-Seo, Andrews, and the new Rényi-type test.

Version: 0.1.0
Depends: R (≥ 3.2)
Imports: stats (≥ 3.2), utils (≥ 3.2), grDevices (≥ 3.2), Rdpack (≥ 0.9), methods (≥ 3.2), Rcpp (≥ 0.12), purrr (≥ 0.2)
LinkingTo: Rcpp, RcppArmadillo
Suggests: cointReg (≥ 0.2), foreach (≥ 1.4), doRNG (≥ 1.7), doParallel (≥ 1.0), ggplot2 (≥ 2.2), dplyr (≥ 0.7), tikzDevice (≥ 0.12), testthat (≥ 2.0)
Published: 2018-12-25
Author: Curtis Miller [aut, cre]
Maintainer: Curtis Miller <cmiller at math.utah.edu>
License: MIT + file LICENSE
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: NEWS
CRAN checks: CPAT results

Downloads:

Reference manual: CPAT.pdf
Package source: CPAT_0.1.0.tar.gz
Windows binaries: r-devel: CPAT_0.1.0.zip, r-release: CPAT_0.1.0.zip, r-oldrel: CPAT_0.1.0.zip
OS X binaries: r-release: CPAT_0.1.0.tgz, r-oldrel: not available

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