Tests for Change in Mean Dependent data

SVM

New Member
#1
Hello,

I am doing research on change point analysis. I am working on the attached paper and I'm trying to see where the number in Table 1 are coming from (Pg 14 of the pdf). I'm working with CUSUM statistic denoted by Tc. and I have coded it in R. WHat I'm having problem with is how to do the power study on it. Essentially, I'm trying to reproduce the numbers. Can anyone please take a brief look and help?

I'll really appreciate it.