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CptNonPar  

Nonparametric Change Point Detection for Multivariate Time Series
View on CRAN: Click here


Download and install CptNonPar package within the R console
Install from CRAN:
install.packages("CptNonPar")

Install from Github:
library("remotes")
install_github("cran/CptNonPar")

Install by package version:
library("remotes")
install_version("CptNonPar", "0.2.1")



Attach the package and use:
library("CptNonPar")
Maintained by
Euan T. McGonigle
[Scholar Profile | Author Map]
First Published: 2023-06-13
Latest Update: 2023-06-13
Description:
Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2023) for description of the NP-MOJO methodology.
How to cite:
Euan T. McGonigle (2023). CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series. R package version 0.2.1, https://cran.r-project.org/web/packages/CptNonPar. Accessed 16 Feb. 2025.
Previous versions and publish date:
0.1.1 (2023-06-13 10:20)
Other packages that cited CptNonPar R package
View CptNonPar citation profile
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Complete documentation for CptNonPar
Functions, R codes and Examples using the CptNonPar R package
Full CptNonPar package functions and examples
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