gSeg: Graph-Based Change-Point Detection (g-Segmentation)

Using an approach based on similarity graph to estimate change-point(s) and the corresponding p-values. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available.

Package details

AuthorHao Chen, Nancy R. Zhang, and Lynna Chu
MaintainerHao Chen <[email protected]>
LicenseGPL (>= 2)
Version0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gSeg")

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gSeg documentation built on March 18, 2018, 2:19 p.m.