grundy95/changepoint.cov: Implementation of Covariance Changepoint Methods

Implements the covariance changepoint methods of Grundy (2020), Ryan (2020) and Aue (2009).

Getting started

Package details

MaintainerThomas Grundy <t.grundy1@lancaster.ac.uk>
LicenseGPL (>= 3)
Version0.5.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("grundy95/changepoint.cov")
grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.