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decp: Complete Change Point Analysis

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

Documentation:

Reference manual: decp.pdf

Downloads:

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

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.