InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Version: 1.0.1
Imports: stats, graphics, MASS
Published: 2016-07-02
Author: Tengyao Wang and Richard Samworth
Maintainer: Tengyao Wang < at>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: InspectChangepoint results


Reference manual: InspectChangepoint.pdf
Package source: InspectChangepoint_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: InspectChangepoint_1.0.1.tgz, r-oldrel: InspectChangepoint_1.0.1.tgz
Old sources: InspectChangepoint archive


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