Package: robcp
Title: Robust Change-Point Tests
Version: 0.2.4
Authors@R: c(person("Sheila", "Goerz", email = "sheila.goerz@tu-dortmund.de", role = c("aut", "cre")), person("Alexander", "Duerre", email = "alexander.duerre@udo.edu", role = "ctb"))
Description: Provides robust methods to detect change-points in uni- or multivariate time series. They can cope with corrupted data and heavy tails. One can detect changes in location, scale and dependence structure of a possibly multivariate time series. Procedures are based on Huberized versions of CUSUM tests proposed in Duerre and Fried (2019) <arXiv:1905.06201>.
Depends: R (>= 3.3.1)
License: GPL-3
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
Packaged: 2019-06-03 18:02:21 UTC; Sheila
Author: Sheila Goerz [aut, cre],
  Alexander Duerre [ctb]
Maintainer: Sheila Goerz <sheila.goerz@tu-dortmund.de>
Repository: CRAN
Date/Publication: 2019-06-03 23:50:14 UTC
Built: R 3.6.1; x86_64-apple-darwin13.4.0; 2019-12-04 22:19:38 UTC; unix
