Change Point Tests for Joint Distributions and Copulas


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Documentation for package ‘changepointTests’ version 0.1.5

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pseudos Pseudo-observations
test.change.point Function to perform changepoint tests with multiplier bootstrap using the usual sequential process
test.change.point.copula.BKRS Function toperform changepoint test for the copula with multiplier bootstrap using for changepoint the new sequential process of Bucher et al (2014)