mosum.mosum_test

Module Contents

Functions

asymptoticA(x)	Help function: asymptotic scaling.
asymptoticB(x, K)	Help function: asymptotic shift
criticalValue(n, G_left, G_right, alpha)	Computes the asymptotic critical value for the MOSUM test
pValue(z, n, G_left[, G_right])	Computes the asymptotic p-value for the MOSUM test

mosum.mosum_test.asymptoticA(x: float)

Help function: asymptotic scaling.

mosum.mosum_test.asymptoticB(x: float, K: int)

Help function: asymptotic shift

mosum.mosum_test.criticalValue(n, G_left, G_right, alpha)

Computes the asymptotic critical value for the MOSUM test

mosum.mosum_test.pValue(z, n, G_left, G_right=None)

Computes the asymptotic p-value for the MOSUM test