CRAN/E | L2hdchange

L2hdchange

L2 Inference for Change Points in High-Dimensional Time Series

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 .

Key Metrics

Version 1.0
R ≥ 2.10
Published 2023-07-20 460 days ago
Needs compilation? no
License GPL (≥ 3)
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Maintainer

Maintainer

Rui Lin

Authors

Jiaqi Li

aut

Likai Chen

aut

Weining Wang

aut

Wei Biao Wu

aut

Rui Lin

cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 2.10