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 <hosong@ucdavis.edu>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kerSeg")

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kerSeg documentation built on Aug. 23, 2023, 1:07 a.m.