jcp: Joint Change Point Detection

Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. References - Bivariate change point detection (2019+), Michael Messer.

Getting started

Package details

AuthorMichael Messer
MaintainerMichael Messer <michael.messer@tuwien.ac.at>
LicenseGPL-3
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("jcp")

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jcp documentation built on Dec. 1, 2020, 1:08 a.m.