buishand u test

chansonzhang · chansonzhang · commit e837ae1576fe · 2021-05-12T14:56:48.000+08:00
diff --git a/src/signal_process/buishand_u/README.md b/src/signal_process/buishand_u/README.md
@@ -0,0 +1,5 @@
+reference: https://rdrr.io/cran/trend/man/bu.test.html
+
+we use Buishand U test to get the change point of Nile dataset
+
+![](bu_test_nile.png)
diff --git a/src/signal_process/buishand_u/bu_test_nile.png b/src/signal_process/buishand_u/bu_test_nile.png
diff --git a/src/signal_process/buishand_u/buishand_u_test.R b/src/signal_process/buishand_u/buishand_u_test.R
@@ -0,0 +1,11 @@
+data(Nile)
+(out <- bu.test(Nile))
+par(mfrow=c(2,1))
+start=1871
+cp=unname(out$estimate)
+x=start+cp-1
+plot(Nile)
+abline(v=x,col='red')
+plot(out)
+abline(v=x,col='red')
+
