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npcopTest  

Non Parametric Test for Detecting Changes in the Copula
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("npcopTest", "1.03")



Attach the package and use:
library("npcopTest")
Maintained by
Tom Rohmer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-01-09
Latest Update: 2018-02-09
Description:
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) .
How to cite:
Tom Rohmer (2017). npcopTest: Non Parametric Test for Detecting Changes in the Copula. R package version 1.03, https://cran.r-project.org/web/packages/npcopTest
Previous versions and publish date:
1.02 (2017-01-09 21:46)
Other packages that cited npcopTest R package
View npcopTest citation profile
Other R packages that npcopTest depends, imports, suggests or enhances
Functions, R codes and Examples using the npcopTest R package
Some associated functions: CopTestdm . kn . 
Some associated R codes: Test.R .  Full npcopTest package functions and examples
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