About Anaconda Help Download Anaconda

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) <arXiv:1905.06201>.

Type Size Name Uploaded Downloads Labels
conda 1.9 MB | win-64/r-robcp-0.2.4-r36hda5aaf8_0.tar.bz2  5 years and 1 month ago 0 main
conda 1.9 MB | osx-64/r-robcp-0.2.4-r36h46e59ec_0.tar.bz2  5 years and 1 month ago 0 main
conda 1.9 MB | linux-64/r-robcp-0.2.4-r36h96ca727_0.tar.bz2  5 years and 1 month ago 0 main

© 2025 Anaconda, Inc. All Rights Reserved. (v4.0.6) Legal | Privacy Policy