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 user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).
Version: 0.0.3 Depends: R (≥ 2.10) Imports: Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra LinkingTo: Rcpp, RcppArmadillo Suggests: MASS Published: 2022-08-22 DOI: 10.32614/CRAN.package.cpss Author: Guanghui Wang [aut, cre], Changliang Zou [aut] Maintainer: Guanghui Wang <ghwang.nk at gmail.com> BugReports: https://github.com/ghwang-nk/cpss/issues License: GPL (≥ 3) URL: https://github.com/ghwang-nk/cpss NeedsCompilation: yes Materials: README NEWS CRAN checks: cpss results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=cpss to link to this page.
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