huber_cusum | Huberized CUSUM test |
h_cumsum | Cumulative sum of transformed vectors |
modifChol | Revised Modified Cholesky Factorization |
pbessel3 | Asymptotic cumulative distribution for the Huberized CUSUM Test statistic |
pKSdist | Asymptotic cumulative distribution for the Huberized CUSUM Test statistic |
psi | Transformation of time series |
sigma2 | Autocorrelation |
teststat | Test statistic for the Huberized CUSUM Test |
zeros | Zero of the Bessel function of first kind |