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CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series

Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2023) <doi:10.48550/arXiv.2305.07581> for description of the NP-MOJO methodology.

Version: 0.2.1
Depends: R (≥ 4.1.0)
Imports: Rcpp, doParallel, parallel, parallelly, foreach, Rfast, iterators, stats
LinkingTo: Rcpp
Suggests: covr, testthat (≥ 3.0.0)
Published: 2024-04-23
DOI: 10.32614/CRAN.package.CptNonPar
Author: Euan T. McGonigle [aut, cre], Haeran Cho [aut]
Maintainer: Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk>
BugReports: https://github.com/EuanMcGonigle/CptNonPar/issues
License: GPL (≥ 3)
URL: https://github.com/EuanMcGonigle/CptNonPar
NeedsCompilation: yes
Materials: README NEWS
In views: TimeSeries
CRAN checks: CptNonPar results

Documentation:

Reference manual: CptNonPar.pdf

Downloads:

Package source: CptNonPar_0.2.1.tar.gz
Windows binaries: r-devel: CptNonPar_0.2.1.zip, r-release: CptNonPar_0.2.1.zip, r-oldrel: CptNonPar_0.2.1.zip
macOS binaries: r-release (arm64): CptNonPar_0.2.1.tgz, r-oldrel (arm64): CptNonPar_0.2.1.tgz, r-release (x86_64): CptNonPar_0.2.1.tgz, r-oldrel (x86_64): CptNonPar_0.2.1.tgz
Old sources: CptNonPar archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.