CRAN/E | SNSeg

SNSeg

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

Installation

About

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) doi:10.1111/rssb.12552.

Key Metrics

Version 1.0.3
R ≥ 3.5.0
Published 2024-06-02 55 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks SNSeg results

Downloads

Yesterday 1 0%
Last 7 days 82 +105%
Last 30 days 363 -26%
Last 90 days 1.015 +66%
Last 365 days 2.674 +1551%

Maintainer

Maintainer

Zifeng Zhao

Authors

Shubo Sun

aut

Zifeng Zhao

aut / cre

Feiyu Jiang

aut

Xiaofeng Shao

aut

Material

Reference manual
Package source

Vignettes

SNSeg

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SNSeg archive

Depends

R ≥ 3.5.0
stats
utils
graphics

Imports

Rcpp
mvtnorm

Suggests

rmarkdown
knitr

LinkingTo

Rcpp