observations. Offline tests sensitive to changes in the expectation,
the variance, the covariance, the autocovariance, the distribution
studies in mind). The package also contains a test sensitive to
autocopula. The latest addition is a sequential test based on
empirical distribution functions that can be used for monitoring
changes in the contemporary distribution of possibly serially
dependent univariate or multivariate observations.

observations. Retrospective tests sensitive to changes in the
expectation, the variance, the covariance, the autocovariance, the
distribution function, Spearman's rho, Kendall's tau, Gini's mean
difference, and the copula are provided, as well as a test for
detecting changes in the distribution of independent block maxima
(with environmental studies in mind). The package also contains a
test sensitive to changes in the autocopula and a combined test of
stationarity sensitive to changes in the distribution function and
the autocopula. The latest additions are a closed-end sequential
test based on empirical distribution functions that can be used for
monitoring changes in the contemporary distribution of possibly
serially dependent univariate or multivariate observations, and an
open-end sequential test based on the retrospective CUSUM statistic
that can be used for monitoring changes in the mean of possibly

Package: npcp
Type: Package
Title: Some Nonparametric CUSUM Tests for Change-Point Detection in
Possibly Multivariate Observations
Version: 0.2-4
Date: 2022-10-16
Authors@R: c(person("Ivan", "Kojadinovic", role = c("aut","cre"),
email = "ivan.kojadinovic@univ-pau.fr",
comment = c(ORCID = "0000-0002-2903-1543")),
person("Alex", "Verhoijsen", role = "ctb",
comment = c(ORCID = "0000-0001-9634-4796"))
)
Maintainer: Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>
Depends: R (>= 3.5.0)
Imports: stats, sandwich
Suggests: copula
Description: Provides nonparametric CUSUM tests for detecting changes
in possibly serially dependent univariate or low-dimensional
multivariate observations. Retrospective tests sensitive to changes
in the expectation, the variance, the covariance, the
autocovariance, the distribution function, Spearman's rho, Kendall's
tau, Gini's mean difference, and the copula are provided, as well as
a test for detecting changes in the distribution of independent
block maxima (with environmental studies in mind). The package also
contains a test sensitive to changes in the autocopula and a
combined test of stationarity sensitive to changes in the
distribution function and the autocopula. The latest additions are
an open-end sequential test based on the retrospective CUSUM
statistic that can be used for monitoring changes in the mean of
possibly serially dependent univariate observations, as well as
closed-end and open-end sequential tests based on empirical
distribution functions that can be used for monitoring changes in
the contemporary distribution of possibly serially dependent
univariate or low-dimensional multivariate observations.
License: GPL (>= 3) | file LICENCE
LazyLoad: yes
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2022-11-11 10:58:42 UTC; ikojadin
Author: Ivan Kojadinovic [aut, cre] (<https://orcid.org/0000-0002-2903-1543>),
Alex Verhoijsen [ctb] (<https://orcid.org/0000-0001-9634-4796>)
Repository: CRAN
Date/Publication: 2022-11-11 12:10:02 UTC