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HDCD: High-Dimensional Changepoint Detection
Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.
Getting started
Browse package contents
Package details |
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| Author | Per August Jarval Moen [cre, aut] (<https://orcid.org/0009-0003-9990-8341>) |
| Maintainer | Per August Jarval Moen <pamoen@math.uio.no> |
| License | GPL-3 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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