Gradual Spearman matrix

Tests of gradual change-point detection

• GradSpearman_Tests
• GradSpearman_w

Estimation of percentiles of the limit distributions 

• GradSpearman_Percentiles
  

Estimation of the size

• GradSpearman_SizeAR

Estimation of the power

• GradSpearman_PowerAR
• GradSpearman_PowerMA
• GradSpearman_PowerIndep

Estimators

• GradSpearman_kappaHAT
• GradSpearman_SigmaHAT