Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512v2>.
| Version: | 0.2.0 |
| Depends: | R (≥ 2.10) |
| Imports: | Rdpack, L1pack, glmnet |
| Published: | 2019-06-17 |
| Author: | Olga Gorskikh, Pekka Malo, Pauliina Ilmonen, Lauri Viitasaari, Joni Virta |
| Maintainer: | Olga Gorskikh <olga.a.gorskikh at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | changedetection results |
| Reference manual: | changedetection.pdf |
| Package source: | changedetection_0.2.0.tar.gz |
| Windows binaries: | r-devel: changedetection_0.2.0.zip, r-release: changedetection_0.2.0.zip, r-oldrel: changedetection_0.2.0.zip |
| OS X binaries: | r-release: changedetection_0.2.0.tgz, r-oldrel: changedetection_0.2.0.tgz |
| Old sources: | changedetection archive |
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