jcp: Joint Change Point Detection

Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, <doi:10.1111/sjos.12547>.

Version:	2.0
Published:	2026-09-22
DOI:	10.32614/CRAN.package.jcp
Author:	Michael Messer [aut, cre]
Maintainer:	Michael Messer <michaelmessermath at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	jcp results

Documentation:

Reference manual:

jcp.html , jcp.pdf

Downloads:

Package source:	jcp_2.0.tar.gz
Windows binaries:	r-devel: jcp_1.2.zip, r-release: jcp_1.2.zip, r-oldrel: jcp_2.0.zip
macOS binaries:	r-release (arm64): jcp_2.0.tgz, r-oldrel (arm64): jcp_2.0.tgz, r-release (x86_64): jcp_2.0.tgz, r-oldrel (x86_64): jcp_2.0.tgz
Old sources:	jcp archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=jcp to link to this page.