NEWS
CPAT 0.1.0 (2018-12-25)
- Created
Andrews.test(), a function that implements D. W. K. Andrews' test
for end-of-sample instability, both for univariate and regression data
- Created
DE.test(), a function that implements the Darling-Erdös test for
structural change
- Created
HS.test(), a function that implements the Hidalgo-Seo test for
structural change
- Created
HR.test(), a function that implements the Horváth et. al. test for
structural change
- Created
CUSUM.test(), a function that implements the CUSUM test for
structural change
- Created
ff, a data set containing Fama-French five factor data
- Created
banks, a data set containing the returns of a portfolio of banking
sector stocks, as compiled by K. French
- Files and functions related to simulations done for the accompanying paper
were removed
CPAT 0.0.0.9000
Setup