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Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint <doi:10.48550/arXiv.2208.13074>.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Published: | 2023-07-20 |
| DOI: | 10.32614/CRAN.package.L2hdchange |
| Author: | Jiaqi Li [aut], Likai Chen [aut], Weining Wang [aut], Wei Biao Wu [aut], Rui Lin [cre] |
| Maintainer: | Rui Lin <ruilin1081 at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | L2hdchange results |
| Reference manual: | L2hdchange.pdf |
| Package source: | L2hdchange_1.0.tar.gz |
| Windows binaries: | r-devel: L2hdchange_1.0.zip, r-release: L2hdchange_1.0.zip, r-oldrel: L2hdchange_1.0.zip |
| macOS binaries: | r-release (arm64): L2hdchange_1.0.tgz, r-oldrel (arm64): L2hdchange_1.0.tgz, r-release (x86_64): L2hdchange_1.0.tgz, r-oldrel (x86_64): L2hdchange_1.0.tgz |
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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.