kerSeg: New Kernel-Based Change-Point Detection

New kernel-based test and fast tests for detecting change-points or changed-intervals where the distributions abruptly change. They work well particularly for high-dimensional data. Song, H. and Chen, H. (2022) <arXiv:2206.01853>.

Package details

AuthorHoseung Song [aut, cre], Hao Chen [aut]
MaintainerHoseung Song <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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kerSeg documentation built on June 13, 2022, 9:05 a.m.