CRAN/E | npcopTest

npcopTest

Non Parametric Test for Detecting Changes in the Copula

Installation

About

A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016) doi:10.1016/j.spl.2016.06.026.

Key Metrics

Version 1.03
Published 2018-02-09 2436 days ago
Needs compilation? yes
License GPL (≥ 3)
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Maintainer

Maintainer

Tom Rohmer

Authors

Tom Rohmer

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

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x86_64

Old Sources

npcopTest archive