Package: npcp
Type: Package
Title: Some Nonparametric CUSUM Tests for Change-Point Detection in
        Possibly Multivariate Observations
Version: 0.2-2
Date: 2020-07-16
Author: Ivan Kojadinovic
Maintainer: Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>
Depends: R (>= 3.5.0)
Imports: stats
Suggests: copula, sandwich
Description: Provides nonparametric CUSUM tests for detecting changes
  in possibly serially dependent univariate or multivariate
  observations. Retrospective 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 package also contains a
  test sensitive to changes in the autocopula and a combined test of
  stationarity sensitive to changes in the distribution function and
  the autocopula. The latest additions are a closed-end sequential
  test based on empirical distribution functions that can be used for
  monitoring changes in the contemporary distribution of possibly
  serially dependent univariate or multivariate observations, and an
  open-end sequential test based on the retrospective CUSUM statistic
  that can be used for monitoring changes in the mean of possibly
  serially dependent univariate observations.
License: GPL (>= 3) | file LICENCE
LazyLoad: yes
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2020-07-16 14:46:02 UTC; ikojadin
Repository: CRAN
Date/Publication: 2020-07-16 15:00:03 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-19 22:51:49 UTC; unix
Archs: npcp.so.dSYM
