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Multiple Change-Point Detection in Multivariate Time Series
Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) doi:10.48550/arXiv.2403.00600.
- Version0.0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release03/08/2024
Team
Xinyuan Fan
Weichi Wu
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- Depends3 packages
- Linking To2 packages