Lucas-Prates/blockcpd: Change Point Detection for Multiple Aligned Independent Time Series

Implementation of statistical models based on regularized likelihood for offline change point detection on multiple aligned independent time series. It detects changes in parameters for the specified family for the series as group or block. As a reference for the method, see Prates et al. (2021) <arXiv:2111.10187>.

install.packages("remotes")
remotes::install_github("Lucas-Prates/blockcpd")