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CRAN: Package InspectChangepoint

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: 1.2 Imports: stats, graphics, MASS Suggests: RSpectra Published: 2022-05-03 DOI: 10.32614/CRAN.package.InspectChangepoint Author: Tengyao Wang, Bertille Follain and Richard Samworth Maintainer: Tengyao Wang <t.wang59 at lse.ac.uk> License: GPL-3 NeedsCompilation: no In views: TimeSeries CRAN checks: InspectChangepoint results Documentation: Reference manual: InspectChangepoint.pdf Downloads: Package source: InspectChangepoint_1.2.tar.gz Windows binaries: r-devel: InspectChangepoint_1.2.zip, r-release: InspectChangepoint_1.2.zip, r-oldrel: InspectChangepoint_1.2.zip macOS binaries: r-release (arm64): InspectChangepoint_1.2.tgz, r-oldrel (arm64): InspectChangepoint_1.2.tgz, r-release (x86_64): InspectChangepoint_1.2.tgz, r-oldrel (x86_64): InspectChangepoint_1.2.tgz Old sources: InspectChangepoint archive Linking:

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