plotSNHT

The vector of time series observations that were input to the
snht function.

data

A data.frame as returned by the snht function.

stat

If the observations in data are not equally spaced, then this
vector will specify the times of the observations. This object should be
numeric or should be able to be coerced to numeric.

time

The confidence level for the SNHT test. Note, though, that
multiple tests are being performed and that is NOT accounted for in this
function.

alpha

Function to plot the result of the SNHT fit

Implementation of robust and non-robust Standard Normal Homogeneity
Test (SNHT) for changepoint detection. This test statistic is equal sided,
as proposed in "Homogenization of Radiosonde Temperature Time Series Using
Innovation Statistics" by Haimberger, L., 2007. However, the statistic contains
an estimate of sigma^2 in the denominator instead of sigma, which seems to
be a more appropriate value (based on the paper "Homogenization of Swedish
temperature data. Part I: Homogeneity test for linear trends." by Alexandersson,
H., and A. Moberg, 1997).

plotSNHT: Plot SNHT

Description

Usage

Arguments

Value