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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.

Versions across snapshots

VersionRepositoryFileSize
1.2 rolling linux/jammy R-4.5 jcp_1.2.tar.gz 46.2 KiB
1.2 rolling linux/noble R-4.5 jcp_1.2.tar.gz 46.2 KiB
1.2 rolling source/ R- jcp_1.2.tar.gz 8.2 KiB
1.2 latest linux/jammy R-4.5 jcp_1.2.tar.gz 46.2 KiB
1.2 latest linux/noble R-4.5 jcp_1.2.tar.gz 46.2 KiB
1.2 latest source/ R- jcp_1.2.tar.gz 8.2 KiB
1.2 2026-04-26 source/ R- jcp_1.2.tar.gz 8.2 KiB
1.2 2026-04-23 source/ R- jcp_1.2.tar.gz 8.2 KiB
1.2 2026-04-09 windows/windows R-4.5 jcp_1.2.zip 48.4 KiB
1.2 2025-04-20 source/ R- jcp_1.2.tar.gz 8.2 KiB