SNSeg

Self-Normalization(SN) Based Change-Point Estimation for Time Series

CRAN Package

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) .

  • Version1.0.3
  • R version≥ 3.5.0 stats
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release06/02/2024

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  • Depends3 packages
  • Imports2 packages
  • Suggests2 packages
  • Linking To1 package