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:Bouchra R Nasri [aut], Bruno N Remillard [aut, cre, cph]

changepointTests_0.1.7.tar.gz
changepointTests_0.1.7.tar.gz(r-4.5-noble)changepointTests_0.1.7.tar.gz(r-4.4-noble)
changepointTests_0.1.7.tgz(r-4.4-emscripten)changepointTests_0.1.7.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'))

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 190 downloads 13 exports 4 dependencies

Last updated 3 months agofrom:ea1c402599. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 23 2024
R-4.5-linux-x86_64OKDec 23 2024

Exports:bootstrapfuncpCopDStatscpCopMultStatscpCopMultStatsBKRSNonSeqcpCopMultStatsBKRSSeqcpCopStatscpCopStatsBKRSemp.cdfmultiplierDNonSeqfunmultiplierDSeqfunmultiplierfuntest.change.pointtest.change.point.copula.BKRS

Dependencies:codetoolsdoParallelforeachiterators