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
- Version0.1.7
- R version≥ 3.5.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/23/2024
Team
Bruno N Remillard
Bouchra R Nasri
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- Depends5 packages