changepointTests: Change Point Tests for Joint Distributions and Copulas

Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers <doi:10.1016/j.jmva.2014.07.012> and Nasri & Remillard <doi:10.1016/j.jmva.2019.03.002>.

Version:	0.1.1
Depends:	R (≥ 3.5.0), doParallel, parallel, foreach, stats
Published:	2021-07-27
Author:	Bouchra R Nasri [aut], Bruno N Remillard [aut, cre, cph]
Maintainer:	Bruno N Remillard <bruno.remillard at hec.ca>
License:	GPL-3
NeedsCompilation:	yes
CRAN checks:	changepointTests results

Documentation:

Reference manual:

changepointTests.pdf

Downloads:

Package source:	changepointTests_0.1.1.tar.gz
Windows binaries:	r-devel: changepointTests_0.1.1.zip, r-release: changepointTests_0.1.1.zip, r-oldrel: changepointTests_0.1.1.zip
macOS binaries:	r-release (arm64): changepointTests_0.1.1.tgz, r-oldrel (arm64): changepointTests_0.1.1.tgz, r-release (x86_64): changepointTests_0.1.1.tgz, r-oldrel (x86_64): changepointTests_0.1.1.tgz

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