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StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood
Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.
Getting started
Browse package contents
Package details |
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| Author | Chao Du, Chu-Lan Michael Kao, Samuel Kou |
| Maintainer | Chu-Lan Michael Kao <chulankao@gmail.com> |
| License | GPL (>= 2) |
| Version | 2.6.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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