function kstar=CCSS(Y)%kstar返回结构断点位置,无结构断点时返回-1
ct=0;
l=length(Y);
ck=zeros(l,1);dk=zeros(l,1);
sy=var(Y);a=zeros(l,1);
for kk=1:l
a(kk)=(Y(kk)-(sum(Y(1:kk))/kk))/sqrt((1+1/kk)*sy);
end
for i=1:l
ct=ct+a(i)^2;
end
ck(1)=a(1)^2;
for j=2:l
ck(j)=ck(j-1)+a(j).^2;
end
for k=1:(l-1)
dk(k)=ck(k)/ct-k/l;
end
dk(l)=0;
[maxk,kstar]=max(sqrt(l/2)*abs(dk));
if maxk<=1.628
kstar=-1;
end
end
function ICSS(Y,series,t1,t2)%Y为原始序列,series为要检验的序列
k=CCSS(series);
t3=t1+k-1;
if k~=-1
t3%结构变点在Y中位置
ICSS(Y,Y(t1:t3),t1,t3);
ICSS(Y,Y(t3:t2),t3,t2);
end
end


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