changepoint.mv: Changepoint Analysis for Multivariate Time Series

Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) <doi:10.1080/00401706.2018.1438926>.

Version: 1.0.2
Imports: Rcpp (≥ 0.12.12), methods, zoo, tbart, Rdpack, ggplot2, reshape2, assertive
LinkingTo: Rcpp
Suggests: gridExtra
Published: 2020-08-07
Author: Lawrence Bardwell [aut], Idris Eckley [ths,ctb], Paul Fearnhead [ths,ctb], Daniel Grose [aut,cre]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: changepoint.mv results

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Reference manual: changepoint.mv.pdf
Package source: changepoint.mv_1.0.2.tar.gz
Windows binaries: r-devel: changepoint.mv_1.0.2.zip, r-release: changepoint.mv_1.0.2.zip, r-oldrel: changepoint.mv_1.0.2.zip
macOS binaries: r-release: changepoint.mv_1.0.2.tgz, r-oldrel: changepoint.mv_1.0.2.tgz
Old sources: changepoint.mv archive

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