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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. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.
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Package details |
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| Author | Michael Messer [aut, cre] |
| Maintainer | Michael Messer <michael.messer@tuwien.ac.at> |
| License | GPL-3 |
| Version | 1.2 |
| Package repository | View on CRAN |
| Installation |
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