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

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

## Documentation for package ‘npcp’ version 0.2-6

- DESCRIPTION file

## Help Pages

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
detClosedEndCpDist | Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
detOpenEndCpDist | Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
detOpenEndCpMean | Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
monClosedEndCpDist | Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
monOpenEndCpDist | Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
monOpenEndCpMean | 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
selectPoints | A point selection procedure for multivariate data
seqClosedEndCpDist | Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
seqOpenEndCpDist | Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
seqOpenEndCpMean | Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
simClosedEndCpDist | 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
threshClosedEndCpDist | Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function