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 <vincent.brault@univ-grenoble-alpes.fr>
LicenseGPL-2
Version0.6.3
URL https://github.com/Lionning/MuChPoint
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MuChPoint")

Try the MuChPoint package in your browser

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

MuChPoint documentation built on April 8, 2022, 5:08 p.m.