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.

Getting started

Package details

AuthorIvan Kojadinovic
Date of publication2015-07-24 08:41:09
MaintainerIvan Kojadinovic <>
LicenseGPL (>= 3) | file LICENCE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the npcp package in your browser

Any scripts or data that you put into this service are public.

npcp documentation built on May 29, 2017, 5:39 p.m.