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: | 0.3.2 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Rcpp, doParallel, parallel, parallelly, foreach, Rfast, iterators, stats |
| LinkingTo: | Rcpp |
| Suggests: | covr, testthat (≥ 3.0.0) |
| Published: | 2026-01-20 |
| 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 |
| Reference manual: | CptNonPar.html , CptNonPar.pdf |
| Package source: | CptNonPar_0.3.2.tar.gz |
| Windows binaries: | r-devel: CptNonPar_0.3.2.zip, r-release: CptNonPar_0.3.2.zip, r-oldrel: CptNonPar_0.3.2.zip |
| macOS binaries: | r-release (arm64): CptNonPar_0.3.2.tgz, r-oldrel (arm64): CptNonPar_0.3.2.tgz, r-release (x86_64): CptNonPar_0.3.2.tgz, r-oldrel (x86_64): CptNonPar_0.3.2.tgz |
| Old sources: | CptNonPar archive |
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