CptNonPar: Nonparametric Change Point Detection for Multivariate Time
Series
Implements the nonparametric moving sum procedure for detecting
changes in the joint characteristic function (NP-MOJO) for multiple change
point detection in multivariate time series. See McGonigle, E. T., Cho, H.
(2023) <doi:10.48550/arXiv.2305.07581> for description of the NP-MOJO methodology.
| Version: |
0.2.1 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
Rcpp, doParallel, parallel, parallelly, foreach, Rfast, iterators, stats |
| LinkingTo: |
Rcpp |
| Suggests: |
covr, testthat (≥ 3.0.0) |
| Published: |
2024-04-23 |
| DOI: |
10.32614/CRAN.package.CptNonPar |
| Author: |
Euan T. McGonigle [aut, cre],
Haeran Cho [aut] |
| Maintainer: |
Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk> |
| BugReports: |
https://github.com/EuanMcGonigle/CptNonPar/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/EuanMcGonigle/CptNonPar |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
CptNonPar results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=CptNonPar
to link to this page.