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CuSum & V-Mask

2 messages · Gavin McCabe, Achim Zeileis

#
Good Afternoon,

I am currently writing a program to perform a cusum with v-mask and since I 
am experiencing a few problems, was wondering if there is something similar 
in existance?


Many thanks in advance,


Gavin McCabe



Gavin McCabe
University of Strathclyde
Department of Statistics & Modelling Science
Livingstone Tower (Rm. L7.47)
26 Richmond Street
GLASGOW
G1 1XH
U.K.

Tel.: +44 (0)141 548 3033
Fax: +44 (0)141 552 2079
E-mail: gavin at stams.strath.ac.uk

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#
Gavin McCabe wrote:
I'm currently working on a package containing several structral change
tests. It includes the Standard and the OLS-based version of the CUSUM
test (with an option to plot the CUSUM graphs and the boundaries). I
could send you a preliminary version of the package.

Achim


---------------------------
Achim Zeileis

Institut f?r Statistik
Technische Universit?t Wien
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