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