CPAT News
## Version 0.1.0
- 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
## Version 0.0.0.9000
Setup