BreakTest.break_index

BreakTest.break_index: int | None

First observation of the new regime, or None when nothing is located.

For the sup-Wald, the index at which the Wald path peaks, so the regime after the break starts here; reported whether or not the null is rejected. For a CUSUM test, the observation at which the path first leaves the 5% boundary, offset by the q observations the recursion consumes; None when it never does. None on the exp- and ave-Wald companions.