CRAN/E | InspectChangepoint

InspectChangepoint

High-Dimensional Changepoint Estimation via Sparse Projection

Installation

About

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Key Metrics

Version 1.2
Published 2022-05-03 727 days ago
Needs compilation? no
License GPL-3
CRAN checks InspectChangepoint results

Downloads

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Last 7 days 78 +8%
Last 30 days 266 -32%
Last 90 days 914 +0%
Last 365 days 3.269 -29%

Maintainer

Maintainer

Tengyao Wang

t.wang59@lse.ac.uk

Authors

Tengyao Wang
Bertille Follain
Richard Samworth

Material

Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

InspectChangepoint archive

Imports

stats
graphics
MASS

Suggests

RSpectra