Installation
About
Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint
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Maintainer
Maintainer | Rui Lin |
Depends
R | ≥ 2.10 |