npcp

MaRDI QIDQ26296swMATHCRANFDO

Authors Ivan Kojadinovic

Last update 9 February 2023

Copyright license GNU General Public License, File License

Software version identifier 0.2-5

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

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

Cited in

(19)

• Detecting changes in cross-sectional dependence in multivariate time series
• changepointTests
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
• Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
• Elements of Copula Modeling with R
• Detecting breaks in the dependence of multivariate extreme-value distributions
• Detecting and modeling changes in a time series of proportions
• Change-point problems for multivariate time series using pseudo-observations
• copula
• TwoCop
• copula
• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
• fractal
• locits
• costat
• copulaData
• lcopula
• Detecting distributional changes in samples of independent block maxima using probability weighted moments
• Testing the constancy of Spearman's rho in multivariate time series

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