Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.
| Version: | 1.2 |
| Imports: | stats, graphics, MASS |
| Suggests: | RSpectra |
| Published: | 2022-05-03 |
| DOI: | 10.32614/CRAN.package.InspectChangepoint |
| Author: | Tengyao Wang, Bertille Follain and Richard Samworth |
| Maintainer: | Tengyao Wang <t.wang59 at lse.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | InspectChangepoint results |
| Reference manual: | InspectChangepoint.pdf |
| Package source: | InspectChangepoint_1.2.tar.gz |
| Windows binaries: | r-devel: InspectChangepoint_1.2.zip, r-release: InspectChangepoint_1.2.zip, r-oldrel: InspectChangepoint_1.2.zip |
| macOS binaries: | r-release (arm64): InspectChangepoint_1.2.tgz, r-oldrel (arm64): InspectChangepoint_1.2.tgz, r-release (x86_64): InspectChangepoint_1.2.tgz, r-oldrel (x86_64): InspectChangepoint_1.2.tgz |
| Old sources: | InspectChangepoint archive |
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