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>.

Package details

AuthorChao Du, Chu-Lan Michael Kao, Samuel Kou
MaintainerChu-Lan Michael Kao <[email protected]>
LicenseGPL (>= 2)
Version2.6.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StepSignalMargiLike")

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StepSignalMargiLike documentation built on May 19, 2018, 5:04 p.m.