Implements the Subset Multivariate Optimal Partitioning (SMOP) algorithm, a procedure for finding multiple changepoints within multivariate data as well as the variables in which the changes occur. Both exact and approximate methods are included.
Package details |
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Author | Benjamin Pickering <benpickering1@gmail.com> |
Maintainer | Benjamin Pickering <benpickering1@gmail.com> |
License | GPL (>=2) |
Version | 0.1.1 |
Package repository | View on GitHub |
Installation |
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