Kendall's tau for gradual change-points

Tests of change-point detection of Camirand Lemyre & Quessy (2023, StatP)

• GradTau_CPTests

Estimation of percentiles of the limit distributions 

• GradTau_Q1Q2

Estimation of the power

• GradTau_Power

Estimators & replicates

• GradTau_Weights
• GradTau_EstimatorKap0
• GradTau_ReplicatesKap0
• GradTau_EstimatorTaus
• GradTau_ReplicatesTau
  

Stabilization of univariate series

• GradTau_StabilizeMargins