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RChest: Locating Distributional Changes in Highly Dependent Time Series
Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.
Getting started
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Package details |
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| Author | Lukas Zierahn [cre, aut], Azadeh Khaleghi [aut] |
| Maintainer | Lukas Zierahn <lukas@kappa-mm.de> |
| License | GPL |
| Version | 1.0.3 |
| URL | https://github.com/azalk/GoChest |
| Package repository | View on CRAN |
| Installation |
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