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npcopTest: Non Parametric Test for Detecting Changes in the Copula
A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016) <doi:10.1016/j.spl.2016.06.026>.
Getting started
Browse package contents
Package details |
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| Author | Tom Rohmer |
| Maintainer | Tom Rohmer <tom.rohmer@univ-lemans.fr> |
| License | GPL (>= 3) |
| Version | 1.03 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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