This implements the methods developed in, L. Bybee and Y. Atchade. (2017) <arXiv:1707.04306>. Contains a series of methods for estimating change-points given user specified black-box models. The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an application specific rank-one update implementation. Additionally, code for estimating Gaussian graphical models is included. The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.
| Version: | 0.3.0 |
| Imports: | Rcpp (≥ 0.12.3), methods |
| LinkingTo: | RcppArmadillo, Rcpp |
| Published: | 2017-11-07 |
| Author: | Leland Bybee |
| Maintainer: | Leland Bybee <lelandb at umich.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | changepointsHD results |
| Reference manual: | changepointsHD.pdf |
| Package source: | changepointsHD_0.3.0.tar.gz |
| Windows binaries: | r-devel: changepointsHD_0.3.0.zip, r-release: changepointsHD_0.3.0.zip, r-oldrel: changepointsHD_0.3.0.zip |
| OS X binaries: | r-release: changepointsHD_0.3.0.tgz, r-oldrel: not available |
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