npcopTest: Non Parametric Test for Detecting Changes in the Copula

A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016) <doi:10.1016/j.spl.2016.06.026>.

Version: 1.03
Published: 2018-02-09
Author: Tom Rohmer
Maintainer: Tom Rohmer <tom.rohmer at univ-lemans.fr>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: npcopTest results

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Reference manual: npcopTest.pdf
Package source: npcopTest_1.03.tar.gz
Windows binaries: r-devel: npcopTest_1.03.zip, r-release: npcopTest_1.03.zip, r-oldrel: npcopTest_1.03.zip
OS X El Capitan binaries: r-release: npcopTest_1.03.tgz
OS X Mavericks binaries: r-oldrel: npcopTest_1.02.tgz
Old sources: npcopTest archive

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