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TSMCP: Fast Two Stage Multiple Change Point Detection

A novel and fast two stage method for simultaneous multiple change point detection and variable selection for piecewise stationary autoregressive (PSAR) processes and linear regression model. It also simultaneously performs variable selection for each autoregressive model and hence the order selection.

Version: 1.1
Depends: R (≥ 3.3.0), ncvreg, lars
Suggests: MASS
Published: 2025-11-03
DOI: 10.32614/CRAN.package.TSMCP
Author: Yaguang Li [aut, cre], Baisuo Jin [aut]
Maintainer: Yaguang Li <liyg at mail.ustc.edu.cn>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: TSMCP results

Documentation:

Reference manual: TSMCP.html , TSMCP.pdf

Downloads:

Package source: TSMCP_1.1.tar.gz
Windows binaries: r-devel: TSMCP_1.1.zip, r-release: TSMCP_1.1.zip, r-oldrel: TSMCP_1.1.zip
macOS binaries: r-release (arm64): TSMCP_1.1.tgz, r-oldrel (arm64): TSMCP_1.1.tgz, r-release (x86_64): TSMCP_1.1.tgz, r-oldrel (x86_64): TSMCP_1.1.tgz
Old sources: TSMCP archive

Linking:

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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.