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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. (2023) doi:10.48550/arXiv.2305.07581 for description of the NP-MOJO methodology.
| github.com/EuanMcGonigle/CptNonPar | |
| Bug report | File report |
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