Provides nonparametric tests for assessing whether possibly serially dependent univariate or multivariate observations have the same c.d.f. or not. In addition to tests focusing directly on the c.d.f., the package contains tests designed to be particularly sensitive to changes in the underlying copula, Spearman's rho or certain quantities that can be estimated using one-sample U-statistics of order two such as the variance, Gini's mean difference or Kendall's tau. The latest addition is a nonparametric test for detecting changes in the distribution of independent block maxima.
|Date of publication||2015-07-24 08:41:09|
|Maintainer||Ivan Kojadinovic <firstname.lastname@example.org>|
|License||GPL (>= 3) | file LICENCE|
bOptEmpProc: Bandwidth parameter estimation
cpTestBM: Nonparametric tests for change-point detection in the...
cpTestCn: Test for change-point detection based on the empirical copula
cpTestFn: Test for change-point detection based on the multivariate...
cpTestRho: Test for change-point detection based on Spearman's rho
cpTestU: Some tests for change-point detection based on U-statistics