/dports/math/scilab/scilab-6.1.1/scilab/modules/integer/src/c/ |
H A D | gencusum.c | 18 #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()
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/dports/graphics/dataplot/dataplot-2c1b27601a3b7523449de612613eadeead9a8f70/lib/frmenus/qual/ |
H A D | disccumu.top | 1 ----- <~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 [all …]
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H A D | cusum.men | 1 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
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H A D | cusumarl.men | 5 2. LET Y = CUSUM ARL DELTA 40 LET ZZZZARL = CUSUM ARL _1 45 WEB HELP CUSUM ARL
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H A D | discewma.top | 20 In this regard, they are similar to CUSUM control 22 small shifts in location, EWMA and CUSUM control charts
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/dports/finance/R-cran-strucchange/strucchange/tests/ |
H A D | strucchange-tests.Rout.save | 32 > 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 [all …]
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/dports/finance/R-cran-vars/vars/man/ |
H A D | stability.Rd | 20 \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")
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/dports/graphics/dataplot/dataplot-2c1b27601a3b7523449de612613eadeead9a8f70/lib/frmenus/stat/ |
H A D | cumsumra.men | 5 2. CUSUM TEST Y 17 CUSUM TEST _1 _2 19 WEB HELP CUSUM TEST
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/dports/finance/R-cran-strucchange/strucchange/man/ |
H A D | efp.Rd | 8 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}
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H A D | sctest.efp.Rd | 15 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")
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H A D | SP2001.Rd | 39 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
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H A D | durab.Rd | 38 ## 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)
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H A D | plot.efp.Rd | 19 (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
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H A D | boundary.efp.Rd | 35 ## compute OLS-CUSUM fluctuation process 36 temp.cus <- efp(nhtemp ~ 1, type = "OLS-CUSUM")
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H A D | USIncExp.Rd | 67 ocus <- efp(ecm.model, type="OLS-CUSUM", data=USIncExp2) 78 ### chunk number 7: OLS-CUSUM 106 sctest(ecm.model, type="OLS-CUSUM", data=USIncExp2)
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H A D | scPublications.Rd | 36 changepoint, change-point, breakpoint, break-point, break point, CUSUM, MOSUM. 37 Additionally, the famous CUSUM paper of Brown, Durbin and Evans (1975) was added
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H A D | GermanM1.Rd | 79 ols <- efp(LTW.model, data = GermanM1, type = "OLS-CUSUM") 88 ols.efp <- efp(M1.model, type = "OLS-CUSUM", data = M1)
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/dports/math/gretl/gretl-2021d/lib/src/ |
H A D | gretl_commands.h | 44 CUSUM, enumerator 182 c == CUSUM || \ 214 c == CUSUM || \ 242 c == CUSUM || \
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/dports/math/py-statsmodels/statsmodels-0.13.1/examples/notebooks/ |
H A D | recursive_ls.ipynb | 11 …"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…
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/dports/finance/R-cran-strucchange/strucchange/vignettes/ |
H A D | strucchange-intro.Rout.save | 43 > ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2) 54 > sctest(ecm.model, type = "OLS-CUSUM", data = USIncExp2) 56 OLS-based CUSUM test
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H A D | strucchange-intro.Rnw | 262 {\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 …]
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H A D | strucchange.bib | 23 title = {The {CUSUM} Test with {OLS} Residuals}, 150 title = {{$p$} Values and Alternative Boundaries for {CUSUM} 164 {CUSUM-Tests}},
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/dports/finance/R-cran-strucchange/strucchange/inst/doc/ |
H A D | strucchange-intro.Rnw | 262 {\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 …]
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/dports/finance/R-cran-strucchange/strucchange/tests/Examples/ |
H A D | strucchange-Ex.Rout.save | 883 > ## 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")) [all …]
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/dports/finance/R-cran-AER/AER/man/ |
H A D | USGasG.Rd | 80 ## Recursive CUSUM test 82 log(usedcar) + trend, data = USGasG, type = "Rec-CUSUM")
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