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This package compute Buishand Range Test, Pettit Test, SNHT , student test and Mann-Whitney Rank Test, to identify breakpoints in series. For all functions NA is allow. Since all of the mention methods identify only one breakpoint in a serie, a general function to look for N breakpoint is proposed and given.

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BreakPoints

This package compute Buishand Range Test, Pettit Test, SNHT , student test and Mann-Whitney Rank Test, to identify breakpoints in series. For all functions NA is allow. Since all of the mention methods identify only one breakpoint in a serie, a general function to look for N breakpoint is proposed and given. Yamamoto Climate Jump test has been added in the last release.

To install BreakPoints:

install.packages("BreakPoints")

To install BreakPoints (unstable):

devtools::install_github("santiagoh719/BreakPoints")

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This package compute Buishand Range Test, Pettit Test, SNHT , student test and Mann-Whitney Rank Test, to identify breakpoints in series. For all functions NA is allow. Since all of the mention methods identify only one breakpoint in a serie, a general function to look for N breakpoint is proposed and given.

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