cpss
Change-Point Detection by Sample-Splitting Methods
Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) doi:10.1214/19-AOS1814 to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).
- Version0.0.3
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Last release08/22/2022
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Team
Guanghui Wang
Changliang Zou
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- Imports10 packages
- Suggests1 package
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