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jcp  

Joint Change Point Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("jcp", "2.0")



Attach the package and use:
library("jcp")
Maintained by
Michael Messer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-22
Latest Update: 2021-11-06
Description:
Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.
How to cite:
Michael Messer (2019). jcp: Joint Change Point Detection. R package version 2.0, https://cran.r-project.org/web/packages/jcp. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-09-22 22:11), 1.0 (2019-03-22 18:00), 1.1 (2020-12-01 01:30), 1.2 (2021-11-06 16:00)
Other packages that cited jcp R package
View jcp citation profile
Other R packages that jcp depends, imports, suggests or enhances
Complete documentation for jcp
Functions, R codes and Examples using the jcp R package
Some associated functions: jcp . plot.jcp . summary.jcp . 
Some associated R codes: Full jcp package functions and examples
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