{
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  "Type": "Package",
  "Title": "Some Nonparametric CUSUM Tests for Change-Point Detection in\nPossibly Multivariate Observations",
  "Version": "0.2-6",
  "Date": "2024-10-18",
  "Authors@R": "c(person(\"Ivan\", \"Kojadinovic\", role = c(\"aut\",\"cre\"),\nemail = \"ivan.kojadinovic@univ-pau.fr\",\ncomment = c(ORCID = \"0000-0002-2903-1543\")),\nperson(\"Alex\", \"Verhoijsen\", role = \"ctb\",\ncomment = c(ORCID = \"0000-0003-0649-2280\"))\n)",
  "Maintainer": "Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>",
  "Description": "Provides nonparametric CUSUM tests for detecting changes\nin possibly serially dependent univariate or low-dimensional\nmultivariate observations. Retrospective tests sensitive to\nchanges in the expectation, the variance, the covariance, the\nautocovariance, the distribution function, Spearman's rho,\nKendall's tau, Gini's mean difference, and the copula are\nprovided, as well as a test for detecting changes in the\ndistribution of independent block maxima (with environmental\nstudies in mind). The package also contains a test sensitive to\nchanges in the autocopula and a combined test of stationarity\nsensitive to changes in the distribution function and the\nautocopula. The latest additions are an open-end sequential\ntest based on the retrospective CUSUM statistic that can be\nused for monitoring changes in the mean of possibly serially\ndependent univariate observations, as well as closed-end and\nopen-end sequential tests based on empirical distribution\nfunctions that can be used for monitoring changes in the\ncontemporary distribution of possibly serially dependent\nunivariate or low-dimensional multivariate observations.",
  "License": "GPL (>= 3) | file LICENCE",
  "LazyLoad": "yes",
  "Encoding": "UTF-8",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-07-14 05:22:47 UTC",
    "User": "root"
  },
  "Author": "Ivan Kojadinovic [aut, cre]\n(<https://orcid.org/0000-0002-2903-1543>), Alex Verhoijsen\n[ctb] (<https://orcid.org/0000-0003-0649-2280>)",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2024-10-18 08:00:02 UTC",
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  "_created": "2026-07-14T05:22:47.000Z",
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    "bOptEmpProc",
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    "cpAutocov",
    "cpBlockMax",
    "cpCopula",
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    "cpDist",
    "cpGini",
    "cpMean",
    "cpRho",
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    "detClosedEndCpDist",
    "detOpenEndCpDist",
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    "monClosedEndCpDist",
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    "monOpenEndCpMean",
    "selectPoints",
    "simClosedEndCpDist",
    "stDistAutocop",
    "threshClosedEndCpDist"
  ],
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    {
      "name": "quantiles",
      "title": "Estimated Quantiles for the Open-end Nonparametric Sequential Change-Point Detection Tests",
      "object": "quantiles",
      "file": "quantiles.rda",
      "class": [
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      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
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    {
      "page": "bOptEmpProc",
      "title": "Bandwidth Parameter Estimation",
      "topics": [
        "bOpt",
        "bOptEmpProc"
      ]
    },
    {
      "page": "cpAutocop",
      "title": "Test for Change-Point Detection in Univariate Observations Sensitive to Changes in the Autocopula",
      "topics": [
        "cpAutocop"
      ]
    },
    {
      "page": "cpBlockMax",
      "title": "Nonparametric Tests for Change-Point Detection in the Distribution of Independent Block Maxima",
      "topics": [
        "cpBlockMax"
      ]
    },
    {
      "page": "cpCopula",
      "title": "Test for Change-Point Detection in Multivariate Observations Sensitive to Changes in the Copula",
      "topics": [
        "cpCopula"
      ]
    },
    {
      "page": "cpDist",
      "title": "Test for Change-Point Detection in Possibly Multivariate Observations Sensitive to Changes in the Distribution Function",
      "topics": [
        "cpDist"
      ]
    },
    {
      "page": "cpRho",
      "title": "Test for Change-Point Detection Based on Spearman's Rho",
      "topics": [
        "cpRho"
      ]
    },
    {
      "page": "cpU",
      "title": "Some CUSUM Tests for Change-Point Detection Based on U-statistics",
      "topics": [
        "cpAutocov",
        "cpCov",
        "cpGini",
        "cpMean",
        "cpTau",
        "cpVar"
      ]
    },
    {
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      "title": "Estimated Quantiles for the Open-end Nonparametric Sequential Change-Point Detection Tests",
      "topics": [
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      ]
    },
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      "page": "selectPoints",
      "title": "A point selection procedure for multivariate data",
      "topics": [
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    },
    {
      "page": "seqClosedEndCpDist",
      "title": "Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function",
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        "monClosedEndCpDist",
        "seqClosedEndCpDist",
        "simClosedEndCpDist",
        "threshClosedEndCpDist"
      ]
    },
    {
      "page": "seqOpenEndCpDist",
      "title": "Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function",
      "topics": [
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        "monOpenEndCpDist",
        "seqOpenEndCpDist"
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      "title": "Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean",
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        "seqOpenEndCpMean"
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