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. References - Bivariate change point detection (2019+), Michael Messer.
| Version: | 1.0 |
| Published: | 2019-03-22 |
| Author: | Michael Messer |
| Maintainer: | Michael Messer <messer at math.uni-frankfurt.de> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | jcp results |
| Reference manual: | jcp.pdf |
| Package source: | jcp_1.0.tar.gz |
| Windows binaries: | r-devel: jcp_1.0.zip, r-release: jcp_1.0.zip, r-oldrel: jcp_1.0.zip |
| macOS binaries: | r-release: jcp_1.0.tgz, r-oldrel: jcp_1.0.tgz |
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