| Name : R-npcp
| |
| Version : 0.2.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.7
| Date : 2024-06-14 11:29:56
|
| Group : Development/Libraries/Other
| Source RPM : R-npcp-0.2.5-lp153.1.7.src.rpm
|
| Size : 0.28 MB
| |
| Packager : (none)
| |
| Summary : Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations
|
Description :
Provides nonparametric CUSUM tests for detecting changes in possibly
serially dependent univariate or low-dimensional multivariate
observations. Retrospective tests sensitive to changes in the
expectation, the variance, the covariance, the autocovariance, the
distribution function, Spearman\'s rho, Kendall\'s tau, Gini\'s mean
difference, and the copula are provided, as well as a test for
detecting changes in the distribution of independent block maxima (with
environmental studies in mind). The package also contains a test
sensitive to changes in the autocopula and a combined test of
stationarity sensitive to changes in the distribution function and the
autocopula. The latest additions are an open-end sequential test based
on the retrospective CUSUM statistic that can be used for monitoring
changes in the mean of possibly serially dependent univariate
observations, as well as closed-end and open-end sequential tests based
on empirical distribution functions that can be used for monitoring
changes in the contemporary distribution of possibly serially dependent
univariate or low-dimensional multivariate observations.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
