[Feature Request] CUSUM test

[bvenn]

Cumulative sum (CUSUM) test

The CUSUM procedure is now one of the most well-known monitoring methods for sequential data. There are two types of CUSUM: the tabular (algorithmic, decision interval) CUSUM and the V-mask form. The tabular CUSUM was introduced by Page. Developed from the Wald sequential test, the tabular CUSUM was designed to detect changes in a process parameter of interest, p, say. [...] The V-mask CUSUM is now regarded as awkward to use in practice. - Use of risk-adjusted CUSUM and RSPRT charts for monitoring in medical contexts

References

• https://www.stata.com/features/overview/cumulative-sum-test/
• https://www.zeileis.org/papers/Zeileis-2000.pdf