DawnTrisha/hclustHDCP: High Dimensional Change-point detection based on Hierarchical clustering

Change-point detection is a classical problem in statistics with various application areas such as univariate and multivariate observations, even networks. Here hierarchical clustering method based on linkages are applied to detect the change-points in high dimensional regime. Method is applicable for both the situations where the number of change-points to be detected is known as well as unknown using different distance functions.

install.packages("remotes")
remotes::install_github("DawnTrisha/hclustHDCP")