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arXiv · 2507.06664

Note on a non-parametric method for change-point detection

Pierre Ailliot·N'Dèye Coumba Niass·Jean-Marc Derrien
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Abstract

The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that of Pettitt ([3]) and is, like the latter, based on the Wilcoxon-Mann-Whitney test. It is used in [4] for the study of relatively short time series obtained from measurements on cores sampled in the bay of Brest.

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Pierre Ailliot, N'Dèye Coumba Niass, Jean-Marc Derrien. 2025-07-09. Note on a non-parametric method for change-point detection. https://arxiv.org/abs/2507.06664

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