qhidalgo_seo

<p>The probability associated with the desired quantile</p>

<p>Quantile function for the limiting distribution of the Hidalgo-Seo statistic</p>

Implements several statistical tests for structural change, specifically the tests featured in Horv<c3><a1>th, Rice and Miller (in press): CUSUM (with weighted/trimmed variants), Darling-Erd<c3><b6>s, Hidalgo-Seo, Andrews, and the new R<c3><a9>nyi-type test.

Curtis Miller

qhidalgo_seo: Hidalgo-Seo Statistic Limiting Distribution Quantile Function

Description

Usage

Arguments

Value

Examples