npcp (0.1-1)

Some nonparametric tests for change-point detection in (multivariate) observations.

Provides nonparametric tests for assessing whether possibly serially dependent (multivariate) observations have the same c.d.f. or not. In addition to tests focusing directly on the (multivariate) 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.

Maintainer: Ivan Kojadinovic
Author(s): Ivan Kojadinovic

License: GPL (>= 3) | file LICENCE

Uses: Does not use any package

Released almost 5 years ago.