MPWR-package: MPWR: Multiple Polynomial Piecewise Regression ('MPWR') for...
In fchamroukhi/MPWR_r: Multiple Polynomial Piecewise Regression ('MPWR') for Optimal Multivariate Time-Series Segmentation
Description
Author(s)
See Also
Description
Provides a multiple polynomial piecewise regression model for the
optimal segmentation of multivariate time series with regime changes. It
uses MLE for the estimation of the regression parameters with dynamic
programming for the segmentation. Originally developped and written in
'Matlab' by Faicel Chamroukhi <https://github.com/fchamroukhi/MPWR>.
Author(s)
Maintainer: Florian Lecocq florian.lecocq@outlook.com (R port) [translator]
Authors:
Faicel Chamroukhi faicel.chamroukhi@unicaen.fr (ORCID)
See Also
Useful links:
fchamroukhi/MPWR_r documentation built on April 24, 2020, 12:39 p.m.
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Description Author(s) See Also
Description
Provides a multiple polynomial piecewise regression model for the optimal segmentation of multivariate time series with regime changes. It uses MLE for the estimation of the regression parameters with dynamic programming for the segmentation. Originally developped and written in 'Matlab' by Faicel Chamroukhi <https://github.com/fchamroukhi/MPWR>.
Author(s)
Maintainer: Florian Lecocq florian.lecocq@outlook.com (R port) [translator]
Authors:
Faicel Chamroukhi faicel.chamroukhi@unicaen.fr (ORCID)
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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