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

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>.

Version: 1.0.1
Depends: R (≥ 3.4.0)
Imports: Rcpp (≥ 0.12.10), foreach, iterators, doParallel
LinkingTo: Rcpp, RcppArmadillo
Suggests: RcppArmadillo
Published: 2018-05-29
Author: Haeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Haeran Cho <haeran.cho at bristol.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: hdbinseg results

Downloads:

Reference manual: hdbinseg.pdf
Package source: hdbinseg_1.0.1.tar.gz
Windows binaries: r-devel: hdbinseg_1.0.1.zip, r-release: hdbinseg_1.0.1.zip, r-oldrel: hdbinseg_1.0.1.zip
macOS binaries: r-release: hdbinseg_1.0.1.tgz, r-oldrel: hdbinseg_1.0.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=hdbinseg to link to this page.