CptNonPar
Nonparametric Change Point Detection for Multivariate Time Series
Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2025) <doi:10.1093/biomet/asaf024> for description of the NP-MOJO methodology.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.2 |
2026-04-09 windows/windows R-4.5 | CptNonPar_0.3.2.zip |
448.7 KiB |