npcopTest
1.03Non Parametric Test for Detecting Changes in the Copula
Overview
A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016) doi:10.1016/j.spl.2016.06.026.
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2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2024-09-23email to the maintainer is undeliverable
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.032018-02-09 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.022017-01-09
- RR 3.3.0 released · 2016-05-03
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- 2
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- GPL (>= 3) OSI
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