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changepointTests  

Change Point Tests for Joint Distributions and Copulas
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("changepointTests", "0.1.7")



Attach the package and use:
library("changepointTests")
Maintained by
Bruno N Remillard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-27
Latest Update: 2021-07-27
Description:
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 and Nasri & Remillard .
How to cite:
Bruno N Remillard (2021). changepointTests: Change Point Tests for Joint Distributions and Copulas. R package version 0.1.7, https://cran.r-project.org/web/packages/changepointTests. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.1 (2021-07-27 09:20), 0.1.5 (2024-02-12 23:00)
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