sac (version 1.0.2)

Semiparametric Analysis of Change-Point

Description

Semiparametric empirical likelihood ratio based tests of change-point with one-change or epidemic alternatives with data-based model diagnostic are contained.

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Version

Install

install.packages('sac')

Monthly Downloads

128

Version

1.0.2

License

GPL (>= 2)

Maintainer

Zhong Guan

Last Published

January 27th, 2021

Functions in sac (1.0.2)

BootsModelTest

Bootstrap Test of the Validity of the Semiparametric Change-Point Model

BootsChapt

Bootstrap (Permutation) Test of Change-Point(s) with One-Change or Epidemic Alternative

cumsum.test

Nonparametric Test for Change-Point with One-change or Epidemic Alternative

Pvalues

The p-values of Test Statistics Based on Asymptotic Distribution

sac-internal

Internal sac Functions

plots

Visualized Model Diagnostic and Loglikelihood Plot

schapt

Semiparametric Analysis of Changepoint

SemiparChangePoint

Semiparametric Test of Change-point(s) with One-change or Epidemic Alternative

CriticalValues

Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative