Changepoint Analysis for Multivariate Time Series

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>.

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Package details

AuthorLawrence Bardwell <> [aut], Idris Eckley <> [ths,ctb], Paul Fearnhead <> [ths,ctb], Daniel Grose <> [aut,cre]
MaintainerDaniel Grose <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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