changepointTests: Change Point Tests for Joint Distributions and Copulas

Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers <doi:10.1016/j.jmva.2014.07.012> and Nasri & Remillard <doi:10.1016/j.jmva.2019.03.002>.

Version: 0.1.1
Depends: R (≥ 3.5.0), doParallel, parallel, foreach, stats
Published: 2021-07-27
Author: Bouchra R Nasri [aut], Bruno N Remillard [aut, cre, cph]
Maintainer: Bruno N Remillard <bruno.remillard at hec.ca>
License: GPL-3
NeedsCompilation: yes
CRAN checks: changepointTests results

Documentation:

Reference manual: changepointTests.pdf

Downloads:

Package source: changepointTests_0.1.1.tar.gz
Windows binaries: r-devel: changepointTests_0.1.1.zip, r-devel-UCRT: changepointTests_0.1.1.zip, r-release: changepointTests_0.1.1.zip, r-oldrel: changepointTests_0.1.1.zip
macOS binaries: r-release (arm64): changepointTests_0.1.1.tgz, r-release (x86_64): changepointTests_0.1.1.tgz, r-oldrel: changepointTests_0.1.1.tgz

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