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r / packages / r-npcp 0.1_11

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.

Installers

  • linux-64 v0.1_11
  • osx-64 v0.1_11
  • win-64 v0.1_11

conda install

To install this package run one of the following:
conda install r::r-npcp

Description


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