npcp
From MaRDI portal
Software:26296
swMATH14395CRANnpcpMaRDI QIDQ26296
Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations
Last update: 9 February 2023
Copyright license: GNU General Public License, File License
Software version identifier: 0.2-5
Source code repository: https://github.com/cran/npcp
Related Items (10)
Detecting breaks in the dependence of multivariate extreme-value distributions ⋮ Detecting and modeling changes in a time series of proportions ⋮ Testing the constancy of Spearman's rho in multivariate time series ⋮ Detecting distributional changes in samples of independent block maxima using probability weighted moments ⋮ Elements of Copula Modeling with R ⋮ Detecting changes in cross-sectional dependence in multivariate time series ⋮ Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions ⋮ Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic ⋮ Change-point problems for multivariate time series using pseudo-observations ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
This page was built for software: npcp
