Title Some Nonparametric Tests for Change-point Detection in Possibly Multivariate Observations
نویسنده
چکیده
July 24, 2015 Type Package Title Some Nonparametric Tests for Change-Point Detection in Possibly Multivariate Observations Version 0.1-6 Date 2015-07-23 Author Ivan Kojadinovic Maintainer Ivan Kojadinovic Imports stats Suggests copula Description Provides nonparametric tests for assessing whether possibly serially dependent univariate or multivariate observations have the same c.d.f. or not. In addition to tests focusing directly on the c.d.f., the package contains tests designed to be particularly sensitive to changes in the underlying copula, Spearman's rho or certain quantities that can be estimated using one-sample U-statistics of order two such as the variance, Gini's mean difference or Kendall's tau. The latest addition is a nonparametric test for detecting changes in the distribution of independent block maxima. License GPL (>= 3) | file LICENCE LazyLoad yes Encoding UTF-8 NeedsCompilation yes Repository CRAN Date/Publication 2015-07-24 08:41:09
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