npcp swMATH ID: 14395 Software Authors: Ivan Kojadinovic Description: R package npcp: Some Nonparametric Tests for Change-Point Detection in Possibly Multivariate Observations. Provides nonparametric tests for assessing whether possibly serially dependent univariate or multivariate observations have the same c.d.f. or not. In addition to tests focusing directly on the c.d.f., the package contains tests designed to be particularly sensitive to changes in the underlying copula, Spearman’s rho or certain quantities that can be estimated using one-sample U-statistics of order two such as the variance, Gini’s mean difference or Kendall’s tau. The latest addition is a nonparametric test for detecting changes in the distribution of independent block maxima. Homepage: https://cran.r-project.org/web/packages/npcp/index.html Source Code: https://github.com/cran/npcp Dependencies: R Related Software: R; copula; copula; TwoCop; tseries; costat; fractal; locits; RStan; ecp; loo; rstan; depmixS4; changepointTests; cpm; mvtnorm; latticeExtra; copulaData; zenplots; lcopula Cited in: 10 Publications all top 5 Cited by 20 Authors 8 Kojadinovic, Ivan 3 Bücher, Axel 2 Rohmer, Tom 1 Bahraoui, Tarik 1 Colegate, Stephen P. 1 Fermanian, Jean-David 1 Fisher, Thomas J. 1 Hofert, Marius 1 Holmes, Mark P. 1 Kinsvater, Paul 1 Mächler, Martin Beat 1 Nasri, Bouchra R. 1 Naveau, Philippe 1 Quessy, Jean-François 1 Rémillard, Bruno N. 1 Segers, Johan 1 Vanni, Michael J. 1 Verdier, Ghislain 1 Yan, Jun 1 Zhang, Jing all top 5 Cited in 7 Serials 2 Journal of Multivariate Analysis 2 Extremes 2 Electronic Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Time Series Analysis 1 The Annals of Applied Statistics 1 Use R! Cited in 2 Fields 10 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) Citations by Year