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


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Documentation for package ‘npcp’ version 0.1-6

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bOptEmpProc Bandwidth parameter estimation
cpTestBM Nonparametric tests for change-point detection in the distribution of independent block maxima
cpTestCn Test for change-point detection based on the empirical copula
cpTestFn Test for change-point detection based on the multivariate empirical distribution function
cpTestRho Test for change-point detection based on Spearman's rho
cpTestU Some tests for change-point detection based on U-statistics