Regime Shift Algorithm Sensitivity Analysis

significance level: 0.1

Cutoff length: 10, Huber weight parameter: 2, Red noise IP4 subsample size 6

Cutoff: 11, Huber weight parameter: 2, Red noise IP4 subsample size 6

Cutoff length: 10, Huber weight parameter: 2, No noise filter

Cutoff length: 15, Huber weight parameter: 2, No noise filter

Cutoff length: 28, Huber weight parameter: 2, No noise filter

Cutoff length: 4, Huber weight parameter: 2, Noise filter IP4 subsample 3

Cutoff length: 4, Huber weight parameter: 2, No noise filter