yingboli/BayesMDL: Bayesian MDL for Multiple Changepoint Detection
This package implements the Bayesian MDL Multiple Changepoint Detection methods, which can be applied to univariate and bivariate time series data and can accommodate metadata if exist. It can detect change in series means, and also linear slopes.
Getting started
Browse package contents
Package details |
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| Author | Yingbo Li |
| Maintainer | Yingbo Li <carolli13@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.9.3 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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