The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 |
| DOI: | 10.32614/CRAN.package.CPAT |
| 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 |
| 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 |
| macOS binaries: | r-release (arm64): CPAT_0.1.0.tgz, r-oldrel (arm64): CPAT_0.1.0.tgz, r-release (x86_64): CPAT_0.1.0.tgz, r-oldrel (x86_64): CPAT_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=CPAT to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.