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.
|Author||Lukas Zierahn [cre, aut], Azadeh Khaleghi [aut]|
|Maintainer||Lukas Zierahn <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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