changepointTests: Change Point Tests for Joint Distributions and Copulas

Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers <doi:10.1016/j.jmva.2014年07月01日2> and Nasri & Remillard <doi:10.1016/j.jmva.201903002>.

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