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CptNonPar

Nonparametric Change Point Detection for Multivariate Time Series

v0.3.2 · Jan 20, 2026 · GPL (>= 3)

Description

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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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

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Dependency Network

Dependencies Reverse dependencies Rcpp doParallel parallelly foreach Rfast iterators CptNonPar

Version History

6 tracked
new 0.3.2 Mar 10, 2026
updated 0.3.2 ← 0.3.1 diff Jan 19, 2026
updated 0.3.1 ← 0.3.0 diff Nov 24, 2025
updated 0.3.0 ← 0.2.1 diff Apr 15, 2025
updated 0.2.1 ← 0.1.1 diff Apr 22, 2024
new 0.1.1 Jun 12, 2023