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 <doi:10.1016/j.jmva.2014.07.012> and Nasri & Remillard <doi:10.1016/j.jmva.2019.03.002>.
- Version0.1.7
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/23/2024
Team
Bruno N Remillard
MaintainerShow author detailsBouchra R Nasri
Show author detailsRolesAuthor
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Last 30 days
This package has been downloaded 204 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
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Last 365 days
This package has been downloaded 3,070 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 150 downloads.
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Dependencies
- Depends2 packages