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

AuthorHaeran Cho [aut, cre], Piotr Fryzlewicz [aut]
MaintainerHaeran Cho <haeran.cho@bristol.ac.uk>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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hdbinseg documentation built on May 2, 2019, 9:13 a.m.