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CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series

Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2023) <doi:10.48550/arXiv.2305.07581> for description of the NP-MOJO methodology.

Version: 0.2.1
Depends: R (≥ 4.1.0)
Imports: Rcpp, doParallel, parallel, parallelly, foreach, Rfast, iterators, stats
LinkingTo: Rcpp
Suggests: covr, testthat (≥ 3.0.0)
Published: 2024-04-23
Author: Euan T. McGonigle [aut, cre], Haeran Cho [aut]
Maintainer: Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk>
BugReports: https://github.com/EuanMcGonigle/CptNonPar/issues
License: GPL (≥ 3)
URL: https://github.com/EuanMcGonigle/CptNonPar
NeedsCompilation: yes
Materials: README NEWS
In views: TimeSeries
CRAN checks: CptNonPar results

Documentation:

Reference manual: CptNonPar.pdf

Downloads:

Package source: CptNonPar_0.2.1.tar.gz
Windows binaries: r-devel: CptNonPar_0.2.1.zip, r-release: CptNonPar_0.2.1.zip, r-oldrel: CptNonPar_0.2.1.zip
macOS binaries: r-release (arm64): CptNonPar_0.2.1.tgz, r-oldrel (arm64): CptNonPar_0.2.1.tgz, r-release (x86_64): CptNonPar_0.2.1.tgz, r-oldrel (x86_64): CptNonPar_0.2.1.tgz
Old sources: CptNonPar archive

Reverse dependencies:

Reverse suggests: fastcpd

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CptNonPar to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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