hdbinseg

Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

CRAN Package

Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) doi:10.1111/rssb.12079 and Cho (2016) doi:10.1214/16-EJS1155.

  • Version1.0.2
  • R version≥ 4.2.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release08/17/2023

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Imports4 packages
  • Suggests1 package
  • Linking To2 packages
  • Reverse Imports1 package