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Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) <doi:10.1080/00401706.2018.1438926>.
Package details |
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Author | Lawrence Bardwell <l.bardwell@lancaster.ac.uk> [aut], Idris Eckley <i.eckley@lancaster.ac.uk> [ths,ctb], Paul Fearnhead <p.fearnhead@lancaster.ac.uk> [ths,ctb], Daniel Grose <dan.grose@lancaster.ac.uk> [aut,cre] |
Maintainer | Daniel Grose <dan.grose@lancaster.ac.uk> |
License | GPL (>= 2) |
Version | 1.0.2 |
Package repository | View on CRAN |
Installation |
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