npcp: Some Nonparametric Tests for Change-Point Detection in Possibly Multivariate Observations
Version 0.1-6

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.

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AuthorIvan Kojadinovic
Date of publication2015-07-24 08:41:09
MaintainerIvan Kojadinovic <ivan.kojadinovic@univ-pau.fr>
LicenseGPL (>= 3) | file LICENCE
Version0.1-6
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("npcp")

Man pages

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

Functions

Lval Source code
bOptEmpProc Man page Source code
bOptRho Source code
bOptU Source code
bartlett Source code
convrect Source code
cpTestBM Man page Source code
cpTestCn Man page Source code
cpTestFn Man page Source code
cpTestRho Man page Source code
cpTestU Man page Source code
fitGEV Source code
flattop Source code
mval Source code
parzen Source code
pdfsumunif Source code
pkolmogorov1x Source code

Files

src
src/ci.c
src/utilities.h
src/ectest.c
src/utilities.c
src/bmtest.c
src/zeroin.c
src/Utest.c
src/rhotest.c
src/set_utils.h
src/set_utils.c
src/cdftest.c
NAMESPACE
R
R/lnopt.R
R/ci.R
R/tests.R
MD5
DESCRIPTION
LICENCE
man
man/cpTestCn.Rd
man/cpTestU.Rd
man/cpTestFn.Rd
man/cpTestRho.Rd
man/cpTestBM.Rd
man/bOptEmpProc.Rd
npcp documentation built on May 19, 2017, 3:25 p.m.