changepoint.mv: 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>.

Getting started

Package details

AuthorLawrence Bardwell <[email protected]> [aut], Idris Eckley <[email protected]> [ths,ctb], Paul Fearnhead <[email protected]> [ths,ctb], Daniel Grose <[email protected]> [aut,cre]
MaintainerDaniel Grose <[email protected]>
LicenseGPL (>= 2)
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepoint.mv")

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changepoint.mv documentation built on Nov. 30, 2018, 4:18 p.m.