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BayesProject: Fast Projection Direction for Multivariate Changepoint Detection
Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.
Getting started
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Package details |
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| Author | Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb] |
| Maintainer | Georg Hahn <ghahn@hsph.harvard.edu> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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