snht: Standard Normal Homogeneity Test

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).

Version: 1.0.3
Depends: ggplot2, gridExtra, mgcv
Imports: zoo, plyr, reshape2, mvtnorm, methods
Suggests: knitr
Published: 2015-12-14
Author: Josh Browning [aut, cre], Carina Schneider [aut]
Maintainer: Josh Browning <jbrownin at>
License: GPL-3
NeedsCompilation: no
CRAN checks: snht results


Reference manual: snht.pdf
Vignettes: Pairwise SNHT
snht: Robust and non-robust SNHT tests for changepoint detection.
Package source: snht_1.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: snht_1.0.3.tgz, r-oldrel: snht_1.0.2.tgz
OS X Mavericks binaries: r-release: snht_1.0.3.tgz
Old sources: snht archive