MuChPoint: Multiple Change Point

Nonparametric approach to estimate the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables whose distribution changes from block to block. BRAULT Vincent, OUADAH Sarah, SANSONNET Laure and LEVY-LEDUC Celine (2017) <doi:10.1016/j.jmva.2017.12.005>.

Getting started

Package details

AuthorBrault Vincent [cre, aut], Cougoulat Glenn [ctb], Ouadah Sarah [ctb], Sansonnet Laure [ctb]
MaintainerBrault Vincent <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the MuChPoint package in your browser

Any scripts or data that you put into this service are public.

MuChPoint documentation built on May 2, 2019, 9:38 a.m.