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>.

Package details

AuthorShubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut]
MaintainerZifeng Zhao <zzhao2@nd.edu>
LicenseGPL (>= 3)
Version1.0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SNSeg")

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SNSeg documentation built on June 22, 2024, 10:50 a.m.