AR1seg: Segmentation of an autoregressive Gaussian process of order 1

This package corresponds to the implementation of the robust approach for estimating change-points in the mean of an AR(1) Gaussian process by using the methodology described in the paper arXiv 1403.1958

Package details

AuthorS. Chakar, E. Lebarbier, C. Levy-Leduc, S. Robin
MaintainerSouhil Chakar <souhil.chakar@agroparistech.fr>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("AR1seg")

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AR1seg documentation built on May 2, 2019, 9:51 a.m.