mlondschien/hdcd: High - Dimensional Change Point Detection

This package implements the methods of Change point detection for graphical models in presence of missing values (https://arxiv.org/abs/1907.05409) and Random Forests and Other Non-parametric Classifiers for Multivariate Change Point Detection (to be published). The Package allows the users to find change points in possibly high-dimensional graphical models with possibly missing values and enables classifier based possibly non-parametric multivariate change point detection.

install.packages("remotes")
remotes::install_github("mlondschien/hdcd")