jcp: Joint Change Point Detection
Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.
| Version: |
1.2 |
| Published: |
2021-11-06 |
| DOI: |
10.32614/CRAN.package.jcp |
| Author: |
Michael Messer [aut, cre] |
| Maintainer: |
Michael Messer <michael.messer at tuwien.ac.at> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
jcp results |
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