README.md

In mondrus96/FaBiSearch: Change Point Detection in High-Dimensional Time Series Networks

R package for FaBiSearch

R implementation of "FaBiSearch" for change point detection, also available on CRAN at https://CRAN.R-project.org/package=fabisearch

To install and load in R:

install.packages("fabisearch")
library(fabisearch)

A trivial example of the main change point detection function, detect.cps():

set.seed(123)
detect.cps(sim2, rank = 3, mindist = 99, nruns = 2, nreps = 2)

To cite package ‘fabisearch’ in publications use:

Ondrus M, Cribben I (2023). fabisearch: Change Point Detection in High-Dimensional Time Series Networks. R package version 0.0.4.5, https://CRAN.R-project.org/package=fabisearch.

A BibTeX entry for LaTeX users is

@Manual{,
  title = {fabisearch: Change Point Detection in High-Dimensional Time Series Networks},
  author = {Martin Ondrus and Ivor Cribben},
  year = {2023},
  note = {R package version 0.0.4.5},
  url = {https://CRAN.R-project.org/package=fabisearch},
}

mondrus96/FaBiSearch documentation built on Aug. 24, 2024, 1:35 a.m.