R: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes

# Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes

## Documentation for package ‘GenOU’ version 0.2.1

- DESCRIPTION file

## Help Pages

gof_stat | Function to estimate quantiles for a goodness-of-fit test for generalized Ornstein-Uhlenbeck process
kappa | Change-point statistics for GOU
SimBM | Simulation of multidimensional Brownian motion
SimGOUexact | Simulation of generalized Ornstein-Uhlenbeck (GOU) process
SimQuantilesGoF | Function to estimate quantiles for residuals of generalized Ornstein-Uhlenbeck (GOU) process
SimQuantilesWBM | Function to estimate quantiles for weigthed Brownian Motion functional
StatGOU | Change-point tests for generalized Ornstein-Uhlenbec (GOU) process
X | Simulated GOU process