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crossvalidationCP: Cross-Validation for Change-Point Regression
Implements the cross-validation methodology from Pein and Shah (2021) <arXiv:2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.
Getting started
Browse package contents
Package details |
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| Author | Pein Florian [aut, cre] |
| Maintainer | Pein Florian <f.pein@lancaster.ac.uk> |
| License | GPL-3 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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