Implementation of robust and non-robust Standard Normal Homogeneity Test (SNHT) for changepoint detection. This test statistic is equal sided, as proposed in "Homogenization of Radiosonde Temperature Time Series Using Innovation Statistics" by Haimberger, L., 2007. However, the statistic contains an estimate of sigma^2 in the denominator instead of sigma, which seems to be a more appropriate value (based on the paper "Homogenization of Swedish temperature data. Part I: Homogeneity test for linear trends." by Alexandersson, H., and A. Moberg, 1997).

Maintainer: Josh Browning <rockclimber112358 at gmail.com>

Author(s): Josh Browning*, Carina Schneider*

Install package and any missing dependencies by running this line in your R console:

install.packages("snht")

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Imports mgcv, ggplot2, gridExtra, zoo, plyr, reshape2, methods
Suggests mvtnorm, knitr
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Package snht
Materials
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Version 1.0.4
Published 2016-04-03
License GPL-3
BugReports
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NeedsCompilation no
Citation
CRAN checks snht check results
Package source snht_1.0.4.tar.gz