Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations


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Documentation for package ‘npcp’ version 0.2-2

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bOpt Bandwidth Parameter Estimation
bOptEmpProc Bandwidth Parameter Estimation
cpAutocop Test for Change-Point Detection in Univariate Observations Sensitive to Changes in the Autocopula
cpAutocov Some CUSUM Tests for Change-Point Detection Based on U-statistics
cpBlockMax Nonparametric Tests for Change-Point Detection in the Distribution of Independent Block Maxima
cpCopula Test for Change-Point Detection in Multivariate Observations Sensitive to Changes in the Copula
cpCov Some CUSUM Tests for Change-Point Detection Based on U-statistics
cpDist Test for Change-Point Detection in Possibly Multivariate Observations Sensitive to Changes in the Distribution Function
cpGini Some CUSUM Tests for Change-Point Detection Based on U-statistics
cpMean Some CUSUM Tests for Change-Point Detection Based on U-statistics
cpRho Test for Change-Point Detection Based on Spearman's Rho
cpTau Some CUSUM Tests for Change-Point Detection Based on U-statistics
cpVar Some CUSUM Tests for Change-Point Detection Based on U-statistics
detCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
detCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
monCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
monCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
quantiles Estimated Quantiles for the Open-end Nonparametric Sequential Change-Point Detection Tests Sensitive to Changes in the Mean
seqCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
seqCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
simCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
stDistAutocop Combined Test of Stationarity for Univariate Continuous Time Series Sensitive to Changes in the Distribution Function and the Autocopula
threshCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function