[R] CuSum & V-Mask

Achim Zeileis zeileis at ci.tuwien.ac.at
Wed Jan 24 18:32:37 CET 2001

Gavin McCabe wrote:
> Good Afternoon,
> I am currently writing a program to perform a cusum with v-mask and since I
> am experiencing a few problems, was wondering if there is something similar
> in existance?

I'm currently working on a package containing several structral change
tests. It includes the Standard and the OLS-based version of the CUSUM
test (with an option to plot the CUSUM graphs and the boundaries). I
could send you a preliminary version of the package.


Achim Zeileis

Institut für Statistik
Technische Universität Wien
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