jcp: Joint Change Point Detection

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.

Version: 1.2
Published: 2021-11-06
Author: Michael Messer [aut, cre]
Maintainer: Michael Messer <michael.messer at>
License: GPL-3
NeedsCompilation: no
CRAN checks: jcp results


Reference manual: jcp.pdf


Package source: jcp_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): jcp_1.2.tgz, r-oldrel (arm64): jcp_1.2.tgz, r-release (x86_64): jcp_1.2.tgz, r-oldrel (x86_64): jcp_1.2.tgz
Old sources: jcp archive


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