Package: jcp
Type: Package
Title: Joint Change Point Detection
Version: 1.2
Date: 2021-11-06
Authors@R: c(	person("Michael", "Messer", role = c("aut", "cre"), email = "michael.messer@tuwien.ac.at"))
Maintainer: Michael Messer <michael.messer@tuwien.ac.at>
Description: Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.
License: GPL-3
RoxygenNote: 7.1.2
NeedsCompilation: no
Packaged: 2021-11-05 18:16:54 UTC; MichaelMesser
Author: Michael Messer [aut, cre]
Repository: CRAN
Date/Publication: 2021-11-06 15:00:10 UTC
Built: R 4.6.0; ; 2026-04-25 19:49:22 UTC; unix
