hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
Version 1.0.1

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) and Cho (2016) .

Getting started

Package details

AuthorHaeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Date of publication2018-05-29 08:59:41 UTC
MaintainerHaeran Cho <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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hdbinseg documentation built on May 29, 2018, 5:04 p.m.