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. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, .


Reference manual

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install.packages("jcp")

2.0 by Michael Messer, 21 days ago


Browse source code at https://github.com/cran/jcp


Authors: Michael Messer [aut, cre]


Documentation:   PDF Manual  


GPL-3 license



See at CRAN