L2hdchange
L2 Inference for Change Points in High-Dimensional Time Series
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 doi:10.48550/arXiv.2208.13074.
- Version1.0
- R version≥ 2.10
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release07/20/2023
Team
Rui Lin
Wei Biao Wu
Show author detailsRolesAuthorJiaqi Li
Show author detailsRolesAuthorLikai Chen
Show author detailsRolesAuthorWeining Wang
Show author detailsRolesAuthor
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