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R functions for MAD test
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R functions for "A test for stationarity of a time series based on the maximum of Anderson-Darling-like statistics"
Date: 2020-07-03
Author: Shibin Zhang
Maintainer: Shibin Zhang zhangshibin_shibin@shnu.edu.cn
Description: This document provides R functions for a test for stationarity of a time series based on the maximum of Anderson-Darling-like statistics.
Usage: To use the software, you will need to download the file
into a suitable directory on your computer. This contains the functions to implement a test for stationarity of a time series based on the maximum of Anderson-Darling-like statistics. Please see the file
guidance_Rprogs_test_stationarity_BS.pdf
for the guidance to use R functions. You should not need to look at the R code in SPEC.teststationarity.R unless you want to see the details of what's going on.
https://blog.sciencenet.cn/blog-116301-1240444.html
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