CRAN/E | StepSignalMargiLike

StepSignalMargiLike

Step-Wise Signal Extraction via Marginal Likelihood

Installation

About

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) doi:10.1080/01621459.2015.1006365.

System requirements C++11

Key Metrics

Version 2.6.0
Published 2018-05-19 1777 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks StepSignalMargiLike results

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Maintainer

Maintainer

Chu-Lan Michael Kao

chulankao@gmail.com

Authors

Chao Du
Chu-Lan Michael Kao
Samuel Kou

Material

Reference manual
Package source

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

StepSignalMargiLike archive

Imports

Rcpp ≥ 0.11.3

LinkingTo

Rcpp