Package: robcp
Title: Robust Change-Point Tests
Version: 0.2.5
Authors@R: c(person("Sheila", "Goerz", email = "sheila.goerz@tu-dortmund.de", role = c("aut", "cre")), person("Alexander", "Duerre", email = "alexander.duerre@udo.edu", role = "ctb"))
Description: Provides robust methods to detect change-points in uni- or multivariate time series. They can cope with corrupted data and heavy tails. One can detect changes in location, scale and dependence structure of a possibly multivariate time series. Procedures are based on Huberized versions of CUSUM tests proposed in Duerre and Fried (2019) <arXiv:1905.06201>.
Depends: R (>= 3.3.1)
License: GPL-3
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
Packaged: 2020-01-24 14:45:34 UTC; sheil
Author: Sheila Goerz [aut, cre],
  Alexander Duerre [ctb]
Maintainer: Sheila Goerz <sheila.goerz@tu-dortmund.de>
Imports: methods
Repository: CRAN
Date/Publication: 2020-01-24 15:00:02 UTC
Built: R 3.6.2; x86_64-w64-mingw32; 2020-01-28 00:37:58 UTC; windows
Archs: i386, x64
