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Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.
| Version: | 1.0.3 |
| Imports: | Rdpack, reticulate |
| Suggests: | testthat |
| Published: | 2021-02-13 |
| DOI: | 10.32614/CRAN.package.RChest |
| Author: | Lukas Zierahn [cre, aut], Azadeh Khaleghi [aut] |
| Maintainer: | Lukas Zierahn <lukas at kappa-mm.de> |
| BugReports: | https://github.com/azalk/GoChest/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| URL: | https://github.com/azalk/GoChest |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | RChest results |
| Reference manual: | RChest.pdf |
| Package source: | RChest_1.0.3.tar.gz |
| Windows binaries: | r-devel: RChest_1.0.3.zip, r-release: RChest_1.0.3.zip, r-oldrel: RChest_1.0.3.zip |
| macOS binaries: | r-release (arm64): RChest_1.0.3.tgz, r-oldrel (arm64): RChest_1.0.3.tgz, r-release (x86_64): RChest_1.0.3.tgz, r-oldrel (x86_64): RChest_1.0.3.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.