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hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.
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Package details |
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| Author | Haeran Cho [aut, cre], Piotr Fryzlewicz [aut] |
| Maintainer | Haeran Cho <haeran.cho@bristol.ac.uk> |
| License | GPL (>= 3) |
| Version | 1.0.2 |
| Package repository | View on CRAN |
| Installation |
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