CRAN/E | crossvalidationCP

crossvalidationCP

Cross-Validation for Change-Point Regression

Installation

About

Implements the cross-validation methodology from Pein and Shah (2021) . Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure doi:10.1214/19-AOS1814.

Citation crossvalidationCP citation info

Key Metrics

Version 1.0-2
R ≥ 3.3.0
Published 2022-03-10 787 days ago
Needs compilation? no
License GPL-3
CRAN checks crossvalidationCP results

Downloads

Yesterday 3 -57%
Last 7 days 62 -27%
Last 30 days 267 -7%
Last 90 days 786 -18%
Last 365 days 3.419 +21%

Maintainer

Maintainer

Pein Florian

f.pein@lancaster.ac.uk

Authors

Pein Florian

aut / cre

Material

ChangeLog
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

crossvalidationCP archive

Depends

R ≥ 3.3.0

Imports

changepoint ≥ 2.0
wbs ≥ 1.4
stepR ≥ 2.0
FDRSeg ≥1.0-3
stats

Suggests

testthat ≥ 2.0.0