jcp
Joint Change Point Detection
Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.
- Version1.2
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release11/06/2021
Team
Michael Messer
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