StepSignalMargiLike

Step-Wise Signal Extraction via Marginal Likelihood

CRAN Package

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) doi:10.1080/01621459.2015.1006365.

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