CptNonPar
Nonparametric Change Point Detection for Multivariate Time Series
v0.3.2
·
Jan 20, 2026
·
GPL (>= 3)
Description
Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2025) <doi:10.1093/biomet/asaf024> for description of the NP-MOJO methodology.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.3.2
Mar 9, 2026