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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.
Getting started
Browse package contents
Package details |
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| Author | Tengyao Wang, Bertille Follain and Richard Samworth |
| Maintainer | Tengyao Wang <t.wang59@lse.ac.uk> |
| License | GPL-3 |
| Version | 1.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the InspectChangepoint package in your browser
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