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: 2024-10-18
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 25 Jun. 2026.
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

Today's Hot Picks in Authors and Packages

foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
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  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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