# Change Point Analysis Tests

## Documentation for package ‘CPAT’ version 0.1.0

- DESCRIPTION file.

## Help Pages

%s% | Concatenate (With Space)
%s0% | Concatenate (Without Space)
.onAttach | Package Attach Hook Function
Andrews.test | Andrews' Test for End-of-Sample Structural Change
andrews_test | Univariate Andrews Test for End-of-Sample Structural Change
andrews_test_reg | Multivariate Andrews' Test for End-of-Sample Structural Change
banks | Bank Portfolio Returns
CPAT_startup_message | Create Package Startup Message
cpt_consistent_var | Variance Estimation Consistent Under Change
CUSUM.test | CUSUM Test
DE.test | Darling-Erdös Test
dZn | Rényi-Type Statistic Limiting Distribution Density Function
ff | Fama-French Five Factors
getLongRunWeights | Weights for Long-Run Variance
get_lrv_vec | Long-Run Variance Estimation With Possible Change Points
HR.test | Rényi-Type Test
HS.test | Hidalgo-Seo Test
pdarling_erdos | Darling-Erdös Statistic CDF
phidalgo_seo | Hidalgo-Seo Statistic CDF
pkolmogorov | Kolmogorov CDF
pZn | Rčnyi-Type Statistic CDF
qdarling_erdos | Darling-Erdös Statistic Limiting Distribution Quantile Function
qhidalgo_seo | Hidalgo-Seo Statistic Limiting Distribution Quantile Function
qkolmogorov | Kolmogorov Distribution Quantile Function
qZn | Rčnyi-Type Statistic Quantile Function
rchangepoint | Simulate Univariate Data With a Single Change Point
sim_de_stat | Darling-Erdös Statistic Simulation
sim_hs_stat | Hidalgo-Seo Statistic Simulation
sim_Vn | CUSUM Statistic Simulation (Assuming Variance)
sim_Vn_stat | CUSUM Statistic Simulation
sim_Zn | Rčnyi-Type Statistic Simulation (Assuming Variance)
sim_Zn_stat | Rčnyi-Type Statistic Simulation
stat_de | Compute the Darling-Erdös Statistic
stat_hs | Compute the Hidalgo-Seo Statistic
stat_Vn | Compute the CUSUM Statistic
stat_Zn | Compute the Rényi-Type Statistic