changepointTests
0.1.7Change Point Tests for Joint Distributions and Copulas
Overview
Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers doi:10.1016/j.jmva.2014.07.012 and Nasri & Remillard doi:10.1016/j.jmva.2019.03.002.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 97%
- Return-value docs
- 100%
- References docs
- 36%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.1.7Latest
- RR 4.4.0 released · 2024-04-24
- 0.1.52024-02-12 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.12021-07-27
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-07-27
- Total releases
- 3 / 5 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 7.5 KB / 1 file
- Download size
- 19 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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