Nothing
SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series
Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Shubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut] |
| Maintainer | Zifeng Zhao <zzhao2@nd.edu> |
| License | GPL (>= 3) |
| Version | 1.0.3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the SNSeg package in your browser
Any scripts or data that you put into this service are public.
