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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.

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VersionRepositoryFileSize
0.3.2 rolling linux/jammy R-4.5 CptNonPar_0.3.2.tar.gz 126.4 KiB
0.3.2 rolling linux/noble R-4.5 CptNonPar_0.3.2.tar.gz 127.9 KiB
0.3.2 rolling source/ R- CptNonPar_0.3.2.tar.gz 21.4 KiB
0.3.2 latest linux/jammy R-4.5 CptNonPar_0.3.2.tar.gz 126.4 KiB
0.3.2 latest linux/noble R-4.5 CptNonPar_0.3.2.tar.gz 127.9 KiB
0.3.2 latest source/ R- CptNonPar_0.3.2.tar.gz 21.4 KiB
0.3.2 2026-04-26 source/ R- CptNonPar_0.3.2.tar.gz 21.4 KiB
0.3.2 2026-04-23 source/ R- CptNonPar_0.3.2.tar.gz 21.4 KiB
0.3.2 2026-04-09 windows/windows R-4.5 CptNonPar_0.3.2.zip 448.7 KiB
0.3.0 2025-04-20 source/ R- CptNonPar_0.3.0.tar.gz 21.1 KiB

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