
Supplemental Files

Note: Please make sure to use changeS version 1.1.0 or greater, at

https://github.com/matloff/changeS

## Abrupt_sim_Fig2
This script corresponds to to **Figure 2: Abrupt Changepoint Detection using S-Curve** of section **6 Data Examples**. 


## fit_nile_Fig3
This script corresponds to **Figure 3: Change in River Nile Flows as Abrupt Changepoint using S-Curve** of section **6.2 Nile Data**. 


## fit_cancer_Fig4
This script corresponds to **Figure 4: Breast Cancer Incidence Rate as Gradual Changepoint using S-Curve** of section **6.3 Breast Cancer Data**. 


## real_interest_Fig5
This script corresponds to **Figure 5: Abrupt Changepoint Detection in Us Real Interest Rates** of section **6.4 T-Bill Data**. 


## linear_Fig6
This script is related to **Figure 6: Change in Intercept and Slope** in section **6.6 Linear Model Example: Medicare Data**. 
 

## coverage_prob/coverage_prob_estimation_norm
This script corresponds to section **8.8 Coverage Probability Estimation**. Here, the function *estimate_coverage_probability_norm* is designed to generate multiple replications of a simulation of a time series of $n$ points, drawn from a normal distribution. Asymptotic confidence intervals are estimated for each replication and used to estimate the coverage probability for confidence intervals when data is normally distributed.
  

### coverage_prob/coverage_prob_estimation_fattail
This script also corresponds to section **8.8 Coverage Probability Estimation**. The *estimate_coverage_probability_fattail* function again generates multiple replications of a time series simulation of $n$ points, $t$-distributed ($3$ degrees of freedom), to estimate the coverage probability of confidence intervals produced by the S-curve method when data is drawn from fat-tailed distributions. 
