Package: npcopTest 1.03

Tom Rohmer

npcopTest: Non Parametric Test for Detecting Changes in the Copula

A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016) <doi:10.1016/j.spl.2016.06.026>.

Authors:Tom Rohmer

npcopTest_1.03.tar.gz
npcopTest_1.03.tar.gz(r-4.5-noble)npcopTest_1.03.tar.gz(r-4.4-noble)
npcopTest_1.03.tgz(r-4.4-emscripten)npcopTest_1.03.tgz(r-4.3-emscripten)
npcopTest.pdf |npcopTest.html
npcopTest/json (API)

# Install 'npcopTest' in R:
install.packages('npcopTest', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

2 exports 0.00 score 0 dependencies 2 scripts 111 downloads

Last updated 7 years agofrom:9946733f79. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-linux-x86_64OKSep 08 2024

Exports:CopTestdmkn

Dependencies: