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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>.
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Package details |
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| Author | Bouchra R Nasri [aut], Bruno N Remillard [aut, cre, cph] |
| Maintainer | Bruno N Remillard <bruno.remillard@hec.ca> |
| License | GPL-3 |
| Version | 0.1.7 |
| Package repository | View on CRAN |
| Installation |
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