InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection
Version 1.0.1

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.

Package details

AuthorTengyao Wang and Richard Samworth
Date of publication2016-07-02 07:28:38
MaintainerTengyao Wang <[email protected]>
Package repositoryView on CRAN
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InspectChangepoint documentation built on May 29, 2017, 9:04 a.m.