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. References - Bivariate change point detection (2019+), Michael Messer.

Version: 1.0
Published: 2019-03-22
Author: Michael Messer
Maintainer: Michael Messer <messer at math.uni-frankfurt.de>
License: GPL-3
NeedsCompilation: no
CRAN checks: jcp results

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Reference manual: jcp.pdf
Package source: jcp_1.0.tar.gz
Windows binaries: r-devel: jcp_1.0.zip, r-devel-gcc8: jcp_1.0.zip, r-release: jcp_1.0.zip, r-oldrel: jcp_1.0.zip
OS X binaries: r-release: jcp_1.0.tgz, r-oldrel: jcp_1.0.tgz

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