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/dports/math/scilab/scilab-6.1.1/scilab/modules/integer/src/c/
H A Dgencusum.c18 #define CUSUM(Type) { \ macro
39 CUSUM(integer1); in C2F()
42 CUSUM(integer2); in C2F()
45 CUSUM(int) ; in C2F()
48 CUSUM(unsigned char); in C2F()
51 CUSUM(unsigned short); in C2F()
54 CUSUM(unsigned int); in C2F()
/dports/graphics/dataplot/dataplot-2c1b27601a3b7523449de612613eadeead9a8f70/lib/frmenus/qual/
H A Ddisccumu.top1 ----- <~qual\disccumu.top> Discussion: CUSUM Control Chart
3 Discussion: CUSUM Control Charts
5 5) Cumulative sums (CUSUM)
7 Cumulative sum (CUSUM) techniques can be applied to
14 CUSUM mean charts are an alternative to the
15 standard xbar control charts. CUSUM charts
20 the CUSUM charts. Dataplot uses the technique
23 of variations in computing CUSUM charts, the basic
38 shift you wish to detect. Since CUSUM charts are
52 control limits for CUSUM charts. Dataplot follows
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H A Dcusum.men1 This is file cusum.men--Generate CUSUM Control Charts
4 1. CUSUM Control Chart
5 2. CUSUM CONTROL CHART Y X
57 CUSUM CONTROL CHART _1 _2 _15
59 WEB HELP CUSUM CHART
H A Dcusumarl.men5 2. LET Y = CUSUM ARL DELTA
40 LET ZZZZARL = CUSUM ARL _1
45 WEB HELP CUSUM ARL
H A Ddiscewma.top20 In this regard, they are similar to CUSUM control
22 small shifts in location, EWMA and CUSUM control charts
/dports/finance/R-cran-strucchange/strucchange/tests/
H A Dstrucchange-tests.Rout.save32 > Nile.rcus <- efp(Nile ~ 1, type = "Rec-CUSUM")
33 > Nile.ocus <- efp(Nile ~ 1, type = "OLS-CUSUM")
40 Recursive CUSUM test
47 OLS-based CUSUM test
54 OLS-based CUSUM test with alternative boundaries
166 Recursive CUSUM test
173 OLS-based CUSUM test
180 OLS-based CUSUM test with alternative boundaries
287 OLS-based CUSUM test
353 Monitoring with OLS-based CUSUM test
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/dports/finance/R-cran-vars/vars/man/
H A Dstability.Rd20 \method{stability}{default}(x, type = c("OLS-CUSUM", "Rec-CUSUM",
21 "Rec-MOSUM", "OLS-MOSUM", "RE", "ME", "Score-CUSUM", "Score-MOSUM",
23 \method{stability}{varest}(x, type = c("OLS-CUSUM", "Rec-CUSUM",
24 "Rec-MOSUM", "OLS-MOSUM", "RE", "ME", "Score-CUSUM", "Score-MOSUM",
32 computed, the default is \sQuote{\code{OLS-CUSUM}}. For details see:
80 var.2c.stabil <- stability(var.2c, type = "OLS-CUSUM")
/dports/graphics/dataplot/dataplot-2c1b27601a3b7523449de612613eadeead9a8f70/lib/frmenus/stat/
H A Dcumsumra.men5 2. CUSUM TEST Y
17 CUSUM TEST _1 _2
19 WEB HELP CUSUM TEST
/dports/finance/R-cran-strucchange/strucchange/man/
H A Defp.Rd8 framework, which includes CUSUM and MOSUM tests based on recursive
20 computed, the default is \code{"Rec-CUSUM"}. For details see below.}
40 \details{If \code{type} is one of \code{"Rec-CUSUM"}, \code{"OLS-CUSUM"},
57 If \code{type} is \code{"Score-CUSUM"} or \code{"Score-MOSUM"} a \emph{k+1}-dimensional
62 If there is a single structural change point \eqn{t^*}, the recursive CUSUM path
111 Ploberger W., Kr�mer W. (1992), The CUSUM test with OLS residuals,
143 ## compute OLS-based CUSUM process and plot
145 ocus.nile <- efp(Nile ~ 1, type = "OLS-CUSUM")
170 \concept{CUSUM}
177 \concept{CUSUM}
H A Dsctest.efp.Rd15 the standard linear boundaries) will be used (for CUSUM
56 Ploberger W., Kr�mer W. (1992), The CUSUM Test with OLS Residuals,
64 Zeileis A. (2004), Alternative Boundaries for CUSUM Tests,
77 ## constant over the years compute OLS-CUSUM fluctuation process
78 temp.cus <- efp(nhtemp ~ 1, type = "OLS-CUSUM")
H A DSP2001.Rd39 dal.cusum <- mefp(x ~ 1, type = "OLS-CUSUM", border = myborder)
47 lu.cusum <- mefp(x ~ 1, type = "OLS-CUSUM", border = myborder)
59 ## Lucent Technologies: CUSUM test
75 ## Delta Air Lines: CUSUM test
H A Ddurab.Rd38 ## OLS-based CUSUM process
39 ols <- efp(durab.model, data = durab, type = "OLS-CUSUM")
52 ols.efp <- efp(durab.model, type = "OLS-CUSUM", data = Durab)
H A Dplot.efp.Rd19 (instead of the standard linear boundaries) will be plotted (for CUSUM
67 Ploberger W., Kr�mer W. (1992), The CUSUM test with OLS residuals,
75 Zeileis A. (2004), Alternative Boundaries for CUSUM Tests,
90 ## compute Rec-CUSUM fluctuation process
H A Dboundary.efp.Rd35 ## compute OLS-CUSUM fluctuation process
36 temp.cus <- efp(nhtemp ~ 1, type = "OLS-CUSUM")
H A DUSIncExp.Rd67 ocus <- efp(ecm.model, type="OLS-CUSUM", data=USIncExp2)
78 ### chunk number 7: OLS-CUSUM
106 sctest(ecm.model, type="OLS-CUSUM", data=USIncExp2)
H A DscPublications.Rd36 changepoint, change-point, breakpoint, break-point, break point, CUSUM, MOSUM.
37 Additionally, the famous CUSUM paper of Brown, Durbin and Evans (1975) was added
H A DGermanM1.Rd79 ols <- efp(LTW.model, data = GermanM1, type = "OLS-CUSUM")
88 ols.efp <- efp(M1.model, type = "OLS-CUSUM", data = M1)
/dports/math/gretl/gretl-2021d/lib/src/
H A Dgretl_commands.h44 CUSUM, enumerator
182 c == CUSUM || \
214 c == CUSUM || \
242 c == CUSUM || \
/dports/math/py-statsmodels/statsmodels-0.13.1/examples/notebooks/
H A Drecursive_ls.ipynb11 …"The `RecursiveLS` class allows computation of recursive residuals and computes CUSUM and CUSUM of…
99 …CUSUM statistic is available in the `cusum` attribute, but usually it is more convenient to visual…
116 …CUSUM of squares. It is available in the `cusum_squares` attribute, but it is similarly more conve…
222 …"The CUSUM plot now shows substantial deviation at the 5% level, suggesting a rejection of the nul…
238 …"Similarly, the CUSUM of squares shows substantial deviation at the 5% level, also suggesting a re…
/dports/finance/R-cran-strucchange/strucchange/vignettes/
H A Dstrucchange-intro.Rout.save43 > ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2)
54 > sctest(ecm.model, type = "OLS-CUSUM", data = USIncExp2)
56 OLS-based CUSUM test
H A Dstrucchange-intro.Rnw262 {\bf CUSUM processes}:
292 \begin{equation} \label{OLS-CUSUM} W_n^0(t)
301 argument {\tt type} to be either {\tt "Rec-CUSUM"} or {\tt "OLS-CUSUM"},
388 ocus <- efp(ecm.model, type="OLS-CUSUM", data=USIncExp2)
435 for the Recursive CUSUM and the OLS-based CUSUM path respectively,
448 the resulting OLS-based CUSUM test has better power
463 <<OLS-CUSUM,fig=TRUE,height=4,width=6>>=
466 \caption{\label{fig:ocus} OLS-based CUSUM process}
541 sctest(ecm.model, type="OLS-CUSUM", data=USIncExp2)
809 empirical fluctuation processes (CUSUM, MOSUM and estimates-based
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H A Dstrucchange.bib23 title = {The {CUSUM} Test with {OLS} Residuals},
150 title = {{$p$} Values and Alternative Boundaries for {CUSUM}
164 {CUSUM-Tests}},
/dports/finance/R-cran-strucchange/strucchange/inst/doc/
H A Dstrucchange-intro.Rnw262 {\bf CUSUM processes}:
292 \begin{equation} \label{OLS-CUSUM} W_n^0(t)
301 argument {\tt type} to be either {\tt "Rec-CUSUM"} or {\tt "OLS-CUSUM"},
388 ocus <- efp(ecm.model, type="OLS-CUSUM", data=USIncExp2)
435 for the Recursive CUSUM and the OLS-based CUSUM path respectively,
448 the resulting OLS-based CUSUM test has better power
463 <<OLS-CUSUM,fig=TRUE,height=4,width=6>>=
466 \caption{\label{fig:ocus} OLS-based CUSUM process}
541 sctest(ecm.model, type="OLS-CUSUM", data=USIncExp2)
809 empirical fluctuation processes (CUSUM, MOSUM and estimates-based
[all …]
/dports/finance/R-cran-strucchange/strucchange/tests/Examples/
H A Dstrucchange-Ex.Rout.save883 > ## Lucent Technologies: CUSUM test
899 > ## Delta Air Lines: CUSUM test
983 > ### chunk number 7: OLS-CUSUM
1007 OLS-based CUSUM test
1019 OLS-based CUSUM test
1197 > ## compute OLS-CUSUM fluctuation process
1674 > ## OLS-based CUSUM process
1773 OLS-based CUSUM test
2125 Recursive CUSUM test
2189 > plot(efp(x ~ 1, type = "Rec-CUSUM"))
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/dports/finance/R-cran-AER/AER/man/
H A DUSGasG.Rd80 ## Recursive CUSUM test
82 log(usedcar) + trend, data = USGasG, type = "Rec-CUSUM")

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