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Multiple Change-Point Detection in Multivariate Time Series

Installation

About

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) .

Key Metrics

Version 0.0.1
Published 2024-03-08 213 days ago
Needs compilation? yes
License GPL-3
CRAN checks rid results

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Maintainer

Maintainer

Xinyuan Fan

Authors

Xinyuan Fan

aut / cre / cph

Weichi Wu

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

purrr
CircularSilhouette
pracma

LinkingTo

Rcpp
RcppEigen