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
Author:	Michael Messer [aut, cre]
Maintainer:	Michael Messer <michael.messer at tuwien.ac.at>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	jcp results

Documentation:

Reference manual:

jcp.pdf

Downloads:

Package source:	jcp_1.2.tar.gz
Windows binaries:	r-devel: jcp_1.2.zip, r-release: jcp_1.2.zip, r-oldrel: jcp_1.2.zip
macOS binaries:	r-release (arm64): jcp_1.2.tgz, r-oldrel (arm64): jcp_1.2.tgz, r-release (x86_64): jcp_1.2.tgz, r-oldrel (x86_64): jcp_1.2.tgz
Old sources:	jcp archive

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