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

Install the latest version of this package by entering the following in R:
install.packages("AR1seg")
AuthorS. Chakar, E. Lebarbier, C. Levy-Leduc, S. Robin
Date of publication2014-06-05 15:58:15
MaintainerSouhil Chakar <souhil.chakar@agroparistech.fr>
LicenseGPL-2
Version1.0

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