KWCChangepoint (version 0.2.3)

amoc_test: Conduct an AMOC hypothesis test

Description

Conduct an at-most one changepoint hypothesis test for changes in the covariance operator of functional data based on the FKWC (functional Kruskal–Wallis covariance changepoint) procedures outlined by Ramsay and Chenouri (2025).

Usage

amoc_test(data, ranks = NULL, depth = c("RPD", "FM", "LTR", "FMd", "RPDd"))

Value

A list consisting of:

• $changepoint : Index of the estimated changepoint.

• $pvalue : The p-value based on the null distribution.

• $method : A string "AMOC test (KWCChangepoint)"

Arguments

data

Data in matrix or data.frame form, where each row is an observation and each column is a dimension.

ranks

Optional if data is already ranked.

depth

Depth function of choice.

References

Ramsay, K., & Chenouri, S. (2025). Robust changepoint detection in the variability of multivariate functional data. Journal of Nonparametric Statistics. https://doi.org/10.1080/10485252.2025.2503891

Examples

set.seed(11)
test_data <- rbind(replicate(3,rnorm(200,1,1)), #before changepoint
                   replicate(3,rnorm(200,1,5))) #after changepoint

amoc_test(test_data)