Nothing
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
Browse package contents
Package details |
|
|---|---|
| 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 |
Install the latest version of this package by entering the following in R:
|
Try the changepoint.mv package in your browser
Any scripts or data that you put into this service are public.
