Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) <doi:10.1214/19-AOS1814> to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for users-customized change-point models with their own cost function and estimation routines.
| Version: | 0.0.2 |
| Imports: | Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | MASS, L1pack |
| Published: | 2020-11-23 |
| Author: | Guanghui Wang [aut, cre], Changliang Zou [aut] |
| Maintainer: | Guanghui Wang <ghwang.nk at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | cpss results |
| Reference manual: | cpss.pdf |
| Package source: | cpss_0.0.2.tar.gz |
| Windows binaries: | r-devel: cpss_0.0.2.zip, r-release: cpss_0.0.2.zip, r-oldrel: cpss_0.0.2.zip |
| macOS binaries: | r-release: cpss_0.0.2.tgz, r-oldrel: cpss_0.0.2.tgz |
Please use the canonical form https://CRAN.R-project.org/package=cpss to link to this page.