HDCD

High-Dimensional Changepoint Detection

CRAN Package

Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) , and the method of Pilliat et al (2023) .

  • Version1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release06/02/2024

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  • Imports2 packages