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: 0.3.0 Depends: R (≥ 4.1.0) Imports: Rcpp, doParallel, parallel, parallelly, foreach, Rfast, iterators, stats LinkingTo: Rcpp Suggests: covr, testthat (≥ 3.0.0) Published: 2025-04-16 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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=CptNonPar to link to this page.
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