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

Documentation for package ‘npcp’ version 0.1-11

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
stDistAutocop	Combined Test of Stationarity for Univariate Continuous Time Series Sensitive to Changes in the Distribution Function and the Autocopula