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
| Version | Repository | File | Size |
|---|---|---|---|
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 |