The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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:

Please use the canonical form https://CRAN.R-project.org/package=InspectChangepoint to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.