CRAN/E | hdbinseg

hdbinseg

Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Installation

About

Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) doi:10.1111/rssb.12079 and Cho (2016) doi:10.1214/16-EJS1155.

Key Metrics

Version 1.0.2
R ≥ 4.2.0
Published 2023-08-17 246 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks hdbinseg results

Downloads

Yesterday 5
Last 7 days 14 -42%
Last 30 days 117 -18%
Last 90 days 624 +14%
Last 365 days 2.192 -12%

Maintainer

Maintainer

Haeran Cho

haeran.cho@bristol.ac.uk

Authors

Haeran Cho

aut / cre

Piotr Fryzlewicz

aut

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

hdbinseg archive

Depends

R ≥ 4.2.0

Imports

Rcpp ≥ 0.12.10
foreach
iterators
doParallel

Suggests

RcppArmadillo

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

ccid