HS.test {CPAT} | R Documentation |
Performs the (univariate) Hidalgo-Seo test for change in mean, as described
in (Rice et al. ). This is effectively an interface
to stat_hs
; see its documentation for more details. p-values
are computed using phidalgo_seo
, which represents the limiting
distribution of the test statistic when the null hypothesis is true.
HS.test(x, corr = TRUE, stat_plot = FALSE)
x |
Data to test for change in mean |
corr |
If |
stat_plot |
Whether to create a plot of the values of the statistic at all potential change points |
A htest
-class object containing the results of the test
Rice G, Miller C, Horváth L (????). “A new class of change point test of Rényi type.” in-press.
HS.test(rnorm(1000)) HS.test(rnorm(1000), corr = FALSE)