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 and Nasri & Remillard .


Reference manual

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install.packages("changepointTests")

0.1.7 by Bruno N Remillard, 2 years ago


Browse source code at https://github.com/cran/changepointTests


Authors: Bouchra R Nasri [aut] , Bruno N Remillard [aut, cre, cph]


Documentation:   PDF Manual  


GPL-3 license


Depends on doParallel, parallel, foreach, stats


See at CRAN