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 |
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 |
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