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>.

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Package details

AuthorBrault Vincent [cre, aut], Cougoulat Glenn [ctb], Ouadah Sarah [ctb], Sansonnet Laure [ctb]
MaintainerBrault Vincent <[email protected]>
Package repositoryView on CRAN
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MuChPoint documentation built on June 24, 2018, 5:05 p.m.