Package: npcp
Type: Package
Title: Some Nonparametric CUSUM Tests for Change-Point Detection in
        Possibly Multivariate Observations
Version: 0.2-0
Date: 2020-04-28
Author: Ivan Kojadinovic
Maintainer: Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>
Imports: stats
Suggests: copula
Description: Provides nonparametric CUSUM tests for detecting changes
  in possibly serially dependent univariate or multivariate
  observations. Offline 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 addition is a 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.
License: GPL (>= 3) | file LICENCE
LazyLoad: yes
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2020-04-28 13:22:20 UTC; ikojadin
Repository: CRAN
Date/Publication: 2020-04-28 14:10:02 UTC
