CptNonPar: Nonparametric Change Point Detection for Multivariate TimeSeries
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.
| Version: | 0.3.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Rcpp,doParallel, parallel,parallelly,foreach,Rfast,iterators, stats |
| LinkingTo: | Rcpp |
| Suggests: | covr,testthat (≥ 3.0.0) |
| Published: | 2025-11-25 |
| DOI: | 10.32614/CRAN.package.CptNonPar |
| Author: | Euan T. McGonigle [aut, cre], Haeran Cho [aut] |
| Maintainer: | Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk> |
| BugReports: | https://github.com/EuanMcGonigle/CptNonPar/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/EuanMcGonigle/CptNonPar |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| In views: | TimeSeries |
| CRAN checks: | CptNonPar results |
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