npcp (version 0.2-2)

quantiles: Estimated Quantiles for the Open-end Nonparametric Sequential Change-Point Detection Tests Sensitive to Changes in the Mean

Description

Estimated quantiles for the open-end nonparametric sequential change-point detection tests in seqCpMean sensitive to changes in the mean. More details can be found in the references below.

Usage

data("quantiles")

Format

list of 5 arrays containing the estimated 90%, 95% and 99% quantiles necessary for carrying out the sequential tests in seqCpMean described in the references below.

References

J. Gösmann, T. Kley and H. Dette (2020), A new approach for open-end sequential change point monitoring, 49 pages, http://arxiv.org/abs/1906.03225.

M. Holmes and I. Kojadinovic (2020), Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic, 41 pages, available on the arXiv.

L. Horváth, M. Hušková, P. Kokoszka and J. Steinebach (2004). Monitoring changes in linear models. Journal of Statistical Planning and Inference 126, pages 225-251.

Examples

data("quantiles")
str(quantiles)