InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

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: 1.1
Imports: stats, graphics, MASS
Published: 2020-01-09
Author: Tengyao Wang and Richard Samworth
Maintainer: Tengyao Wang <tengyao.wang at ucl.ac.uk>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: InspectChangepoint results

Downloads:

Reference manual: InspectChangepoint.pdf
Package source: InspectChangepoint_1.1.tar.gz
Windows binaries: r-devel: InspectChangepoint_1.1.zip, r-devel-gcc8: InspectChangepoint_1.1.zip, r-release: InspectChangepoint_1.1.zip, r-oldrel: InspectChangepoint_1.1.zip
OS X binaries: r-release: InspectChangepoint_1.1.tgz, r-oldrel: InspectChangepoint_1.1.tgz
Old sources: InspectChangepoint archive

Linking:

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