GenOU

Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes

v0.2.1 · Aug 28, 2025 · GPL (>= 2)

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Description

Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	25.5s
r-devel-linux-x86_64-debian-gcc	OK	20.2s
r-devel-linux-x86_64-fedora-clang	OK	36.9s
r-devel-linux-x86_64-fedora-gcc	OK	34.3s
r-devel-macos-arm64	OK	10s
r-devel-windows-x86_64	OK	49s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	46s
r-oldrel-windows-x86_64	OK	53s
r-patched-linux-x86_64	OK	24s
r-release-linux-x86_64	OK	22.3s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	25s
r-release-windows-x86_64	OK	47s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

new 0.2.1 Mar 10, 2026