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.
Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.1) |
| Imports: | geigen, ggplot2, magrittr, matrixcalc, purrr, rlang, stats |
| Published: | 2024-08-22 |
| DOI: | 10.32614/CRAN.package.decp |
| Author: | Vasileios Pavlopoulos [cre, aut], Hieu Pham [aut, ctb], Paras Bhatt [aut, ctb], Yi Tan [aut, ctb], Ravi Patnayakuni [aut, ctb] |
| Maintainer: | Vasileios Pavlopoulos <vasileios.pavlopoulos at uah.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | decp results |
| Reference manual: | decp.pdf |
| Package source: | decp_0.1.2.tar.gz |
| Windows binaries: | r-devel: decp_0.1.2.zip, r-release: decp_0.1.2.zip, r-oldrel: decp_0.1.2.zip |
| macOS binaries: | r-release (arm64): decp_0.1.2.tgz, r-oldrel (arm64): decp_0.1.2.tgz, r-release (x86_64): decp_0.1.2.tgz, r-oldrel (x86_64): decp_0.1.2.tgz |
| Old sources: | decp archive |
Please use the canonical form https://CRAN.R-project.org/package=decp 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.