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.

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Package details

AuthorMichael Messer
MaintainerMichael Messer <>
Package repositoryView on CRAN
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jcp documentation built on Dec. 1, 2020, 1:08 a.m.