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CRAN: Package SNSeg

SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

Version: 1.0.3 Depends: R (≥ 3.5.0), stats, utils, graphics Imports: Rcpp, mvtnorm LinkingTo: Rcpp Suggests: rmarkdown, knitr Published: 2024-06-02 DOI: 10.32614/CRAN.package.SNSeg Author: Shubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut] Maintainer: Zifeng Zhao <zzhao2 at nd.edu> License: GPL (≥ 3) NeedsCompilation: yes CRAN checks: SNSeg results Documentation: Reference manual: SNSeg.pdf Vignettes: SNSeg (source, R code)
Downloads: Package source: SNSeg_1.0.3.tar.gz Windows binaries: r-devel: SNSeg_1.0.3.zip, r-release: SNSeg_1.0.3.zip, r-oldrel: SNSeg_1.0.3.zip macOS binaries: r-release (arm64): SNSeg_1.0.3.tgz, r-oldrel (arm64): SNSeg_1.0.3.tgz, r-release (x86_64): SNSeg_1.0.3.tgz, r-oldrel (x86_64): SNSeg_1.0.3.tgz Old sources: SNSeg archive Linking:

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