Package: changepointTests 0.1.7

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_0.1.7.tar.gz
changepointTests_0.1.7.zip(r-4.7-x86_64)changepointTests_0.1.7.zip(r-4.7-arm64)changepointTests_0.1.7.zip(r-4.6-x86_64)changepointTests_0.1.7.zip(r-4.6-arm64)
changepointTests_0.1.7.tar.gz(r-4.7-arm64)changepointTests_0.1.7.tar.gz(r-4.7-x86_64)changepointTests_0.1.7.tar.gz(r-4.6-arm64)changepointTests_0.1.7.tar.gz(r-4.6-x86_64)
changepointTests_0.1.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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 from:ea1c402599. Checks:10 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 97 | ||
| linux-devel-x86_64 | OK | 123 | ||
| source / vignettes | OK | 154 | ||
| linux-release-arm64 | OK | 111 | ||
| linux-release-x86_64 | OK | 97 | ||
| windows-devel-arm64 | OK | 183 | ||
| windows-devel-x86_64 | OK | 105 | ||
| windows-release-arm64 | OK | 188 | ||
| windows-release-x86_64 | OK | 65 | ||
| wasm-release | OK | 102 |
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 |