PagesData:
Simulated data of Page (1955) as test-example for change-point
detection
Description
Simulated data of Page (1955) as test-example for change-point
detection taken from Table 1 of Pettitt (1979)
Usage
data(maxau)
Arguments
Format
a vector that contains 40 elements
Details
According to the publication of Pettitt (1979), the series comprise a
significant \(p = 0.014\) change-point at \(i = 17\). The function
pettitt.test computes the same U statistics as given by
Pettitt (1979) in Table1, row 4.