Nothing
Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512v2>.
Package details |
|
---|---|
Author | Olga Gorskikh, Pekka Malo, Pauliina Ilmonen, Lauri Viitasaari, Joni Virta |
Maintainer | Olga Gorskikh <olga.a.gorskikh@gmail.com> |
License | GPL (>= 2) |
Version | 0.2.0 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.