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

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Documentation for package ‘npcp’ version 0.2-6

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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
detClosedEndCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
detOpenEndCpDist Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
detOpenEndCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
monClosedEndCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
monOpenEndCpDist Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
monOpenEndCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
quantiles Estimated Quantiles for the Open-end Nonparametric Sequential Change-Point Detection Tests
selectPoints A point selection procedure for multivariate data
seqClosedEndCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
seqOpenEndCpDist Open-end Nonparametric Sequential Change-Point Detection Test for (Possibly) Multivariate Time Series Sensitive to Changes in the Distribution Function
seqOpenEndCpMean Open-end Nonparametric Sequential Change-Point Detection Test for Univariate Time Series Sensitive to Changes in the Mean
simClosedEndCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function
stDistAutocop Combined Test of Stationarity for Univariate Continuous Time Series Sensitive to Changes in the Distribution Function and the Autocopula
threshClosedEndCpDist Closed-end Sequential Test for Change-Point Detection in Possibly Multivariate Time Series Sensitive to Changes in the Contemporary Distribution Function