Package: changepointTests 0.1.5
Bruno N Remillard
changepointTests: Change Point Tests for Joint Distributions and Copulas
Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers <doi:10.1016/j.jmva.2014.07.012> and Nasri & Remillard <doi:10.1016/j.jmva.2019.03.002>.
Authors:
changepointTests_0.1.5.tar.gz
changepointTests_0.1.5.tar.gz(r-4.5-noble)changepointTests_0.1.5.tar.gz(r-4.4-noble)
changepointTests_0.1.5.tgz(r-4.4-emscripten)changepointTests_0.1.5.tgz(r-4.3-emscripten)
changepointTests.pdf |changepointTests.html✨
changepointTests/json (API)
| # Install 'changepointTests' in R: |
| install.packages('changepointTests', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- pseudos - Pseudo-observations
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 months agofrom:921ae93356. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 10 2024 |
| R-4.5-linux-x86_64 | OK | Sep 10 2024 |
Exports:bootstrapfuncpCopDStatscpCopMultStatscpCopMultStatsBKRSNonSeqcpCopMultStatsBKRSSeqcpCopStatscpCopStatsBKRSemp.cdfmultiplierDNonSeqfunmultiplierDSeqfunmultiplierfuntest.change.pointtest.change.point.copula.BKRS
Dependencies:codetoolsdoParallelforeachiterators
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Pseudo-observations | pseudos |
| Function to perform changepoint tests with multiplier bootstrap using the usual sequential process | test.change.point |
| Function toperform changepoint test for the copula with multiplier bootstrap using for changepoint the new sequential process of Bucher et al (2014) | test.change.point.copula.BKRS |