Package: npcp
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 <ivan.kojadinovic@univ-pau.fr>
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
Packaged: 2015-07-23 17:41:08 UTC; ikojadin
Repository: CRAN
Date/Publication: 2015-07-24 08:41:09
