jcp

Last update 22 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.2, PACKAGES.rds, 1.0, 1.1, 2.0

Official website https://cran.r-project.org/web/packages/jcp/index.html

Source code repository https://github.com/cran/jcp

Description

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>.

Cites work

Bivariate change point detection: Joint detection of changes in expectation and variance

Cited in

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