Other packages > Find by keyword >

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]
All associated links for this package
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 22 Dec. 2024.
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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA