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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: | 0.1.7 |
| Depends: | R (≥ 3.5.0), doParallel, parallel, foreach, stats |
| Published: | 2024-09-23 |
| DOI: | 10.32614/CRAN.package.changepointTests |
| 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 |
| Reference manual: | changepointTests.pdf |
| Package source: | changepointTests_0.1.7.tar.gz |
| Windows binaries: | r-devel: changepointTests_0.1.7.zip, r-release: changepointTests_0.1.7.zip, r-oldrel: changepointTests_0.1.7.zip |
| macOS binaries: | r-release (arm64): changepointTests_0.1.7.tgz, r-oldrel (arm64): changepointTests_0.1.7.tgz, r-release (x86_64): changepointTests_0.1.7.tgz, r-oldrel (x86_64): changepointTests_0.1.7.tgz |
| Old sources: | changepointTests archive |
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