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npcp  

Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("npcp", "0.2-6")



Attach the package and use:
library("npcp")
Maintained by
Ivan Kojadinovic
[Scholar Profile | Author Map]
First Published: 2014-05-07
Latest Update: 2023-02-09
Description:
Provides nonparametric CUSUM tests for detecting changes in possibly serially dependent univariate or low-dimensional multivariate observations. Retrospective tests sensitive to changes in the expectation, the variance, the covariance, the autocovariance, the distribution function, Spearman's rho, Kendall's tau, Gini's mean difference, and the copula are provided, as well as a test for detecting changes in the distribution of independent block maxima (with environmental studies in mind). The package also contains a test sensitive to changes in the autocopula and a combined test of stationarity sensitive to changes in the distribution function and the autocopula. The latest additions are an open-end sequential test based on the retrospective CUSUM statistic that can be used for monitoring changes in the mean of possibly serially dependent univariate observations, as well as closed-end and open-end sequential tests based on empirical distribution functions that can be used for monitoring changes in the contemporary distribution of possibly serially dependent univariate or low-dimensional multivariate observations.
How to cite:
Ivan Kojadinovic (2014). npcp: Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations. R package version 0.2-6, https://cran.r-project.org/web/packages/npcp. Accessed 04 Apr. 2025.
Previous versions and publish date:
0.0-1 (2014-05-07 19:26), 0.1-0 (2014-07-08 12:10), 0.1-1 (2014-12-20 13:55), 0.1-6 (2015-07-24 08:41), 0.1-7 (2017-08-21 17:38), 0.1-9 (2017-08-23 22:55), 0.1-10 (2019-03-27 12:10), 0.1-11 (2019-03-27 23:00), 0.2-0 (2020-04-28 16:10), 0.2-2 (2020-07-16 17:00), 0.2-4 (2022-11-11 13:10), 0.2-5 (2023-02-09 17:20)
Other packages that cited npcp R package
View npcp citation profile
Other R packages that npcp depends, imports, suggests or enhances
Complete documentation for npcp
Functions, R codes and Examples using the npcp R package
Some associated functions: bOptEmpProc . cpAutocop . cpBlockMax . cpCopula . cpDist . cpRho . cpU . quantiles . selectPoints . seqClosedEndCpDist . seqOpenEndCpDist . seqOpenEndCpMean . stDistAutocop . 
Some associated R codes: cpTests.R . lnOpt.R . seqClosedEndCpDistTests.R . seqOpenEndCpDistTests.R . seqOpenEndCpMeanTests.R . serialTests.R .  Full npcp package functions and examples
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