Provides nonparametric CUSUM tests for detecting changes in possibly serially dependent univariate or multivariate observations. Tests sensitive to changes in the expectation, the variance, the covariance, the autocovariance, the distribution function, Spearman's rho, Kendall's tau, Gini's mean difference, and the copula are provided, as well as a test for detecting changes in the distribution of independent block maxima (with environmental studies in mind). The latest additions are a test sensitive to changes in the autocopula and a combined test of stationarity sensitive to changes in the distribution function and the autocopula.
|Maintainer||Ivan Kojadinovic <[email protected]>|
|License||GPL (>= 3) | file LICENCE|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.