robcp (0.2.4)

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Robust Change-Point Tests.

Provides robust methods to detect change-points in uni- or multivariate time series. They can cope with corrupted data and heavy tails. One can detect changes in location, scale and dependence structure of a possibly multivariate time series. Procedures are based on Huberized versions of CUSUM tests proposed in Duerre and Fried (2019) .

Maintainer: Sheila Goerz
Author(s): Sheila Goerz [aut, cre], Alexander Duerre [ctb]

License: GPL-3

Uses: Does not use any package

Released 6 months ago.



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