CRAN
npcopTest 1.03
Non Parametric Test for Detecting Changes in the Copula
Released Feb 9, 2018 by Tom Rohmer
This package can be loaded by Renjin but 1 out 2 tests failed.
An older version of this package is
more compatible with Renjin.
A non parametric test for change points detection in the dependence between the components of multivariate data, with or without (multiple) changes in the marginal distributions. The full details, justification and examples are published in Rohmer (2016)
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>npcopTest</artifactId>
<version>1.03-b5</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:npcopTest')
Test Results
This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.