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Class ChuStinchcombeWhiteResult

crates/openquant/src/structural_breaks.rs:13–16  ·  view source on GitHub ↗

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11//! - [`get_chow_type_stat`]: the Chow-type Dickey-Fuller test for a single switch from a
12//! random walk to an explosive process (§17.4.1).
13//! - [`get_chu_stinchcombe_white_statistics`]: the Chu-Stinchcombe-White CUSUM test on levels
14//! (§17.3.2).
15//!
16//! Conventions:
17//!
18//! - Inputs are **log prices**, oldest first, except that the `sm_poly_2`, `sm_exp` and
19//! `sm_power` models of [`get_sadf`] take a logarithm themselves and so want positive

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