grundy95/changepoint.geo: Geometrically Inspired Multivariate Changepoint Detection
Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Thomas Grundy [aut, cre], Rebecca Killick [ths] |
| Maintainer | Thomas Grundy <t.grundy1@lancaster.ac.uk> |
| License | GPL |
| Version | 1.1.1 |
| URL | https://github.com/grundy95/changepoint.geo/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
