README.md

In JieGroup/offlineChange: Detect Multiple Change Points from Time Series

The 'offlineChange' R package

Detect Multiple Change Points from Time Series

Getting Started

First install the devtools package

install.packages("devtools")

library("devtools")

Then install this package

install_github('JieGroup/offlineChange')

Using This Package

To see the available function to use, type

ls("package:offlineChange")

A quick guide of package can be found here

Reference Papers

J. Ding, Y. Xiang, L. Shen, V. Tarokh, "Multiple Change Point Analysis: Fast Implementation and Strong Consistency," IEEE Transactions on Signal Processing, 2017. link

J. Ding, "Multi-window method for unsupervised learning," preprint, 2019.

Acknowledgment

This research is funded by the Defense Advanced Research Projects Agency (DARPA) under grant number HR00111890040.

JieGroup/offlineChange documentation built on Aug. 3, 2019, 8:33 a.m.