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.
|Author||Tengyao Wang and Richard Samworth|
|Date of publication||2016-07-02 07:28:38|
|Maintainer||Tengyao Wang <email@example.com>|
|Package repository||View on CRAN|
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