cpcens: Changepoint Analysis using Censored Time Series Data

To detect the changepoint, this package uses most recent changepoint, double cumulative sum binary segmentation, multiple changepoints in multivariate time series, analyzing each series in the panel independently, and analyzing aggregated data methods. This package is useful to simulate censored time series to detect the most recent changepoint in censored panel data as well as to assess prediction accuracy.

Getting started

Package details

AuthorHajra Siddiqa<hajrasiddiqa92@gmail.com>, Sajid Ali<sajidali@qau.edu.pk>, Ismail Shah<ishah@qau.edu.pk>
MaintainerSajid Ali<sajidali@qau.edu.pk>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cpcens")

Try the cpcens package in your browser

Any scripts or data that you put into this service are public.

cpcens documentation built on Aug. 2, 2019, 5:05 p.m.