Matlab - rileywheadon/ffa-framework GitHub Wiki

This page documents changes from original MATLAB code.

General

All configuration details are now stored in YAML files.
Implement a suite of unit tests using the testthat library.
Use knitr and rmarkdown to generate reports with text, equations, and images.
Export reports to .md (Pandoc), .html, and .nb.html (HTML notebook).
Run individual statistical tests using run-stats.R.

Only show statistically significant change points for the Pettitt and MKS tests.
Fix bug where the Pettitt test computed the number of data points before removing NaN values.
Fix bug where the MKS test would only identify one change point, even if change points are above the threshold for statistical significance.
Remove unnecessary rounding in the moving window algorithm for AMS variability.
Fix bug where the Phillips-Perron and KPSS tests failed to account for previously identified drift and trend.
Fix bug where the Phillips-Perron and KPSS tests failed to account for serial correlation.

If serial correlation is identified, do not run the Phillips-Perron and KPSS tests.
Implement the Wald-Wolfowitz runs test for detecting irregularities in residuals after fitting Sen's trend estimator.
Run change point detection in multiple stages to prevent users from selecting unnecessary change points.

TBD