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srp: Smooth-Rough Partitioning of the Regression Coefficients

Performs the change-point detection in regression coefficients of linear model by partitioning the regression coefficients into two classes of smoothness. The change-point and the regression coefficients are jointly estimated.

Version: 1.2.0
Depends: R (≥ 3.4.0)
Imports: fda, mgcv
Published: 2019-04-24
DOI: 10.32614/CRAN.package.srp
Author: Hyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Hyeyoung Maeng <h.maeng at lse.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: srp results

Documentation:

Reference manual: srp.pdf

Downloads:

Package source: srp_1.2.0.tar.gz
Windows binaries: r-devel: srp_1.2.0.zip, r-release: srp_1.2.0.zip, r-oldrel: srp_1.2.0.zip
macOS binaries: r-release (arm64): srp_1.2.0.tgz, r-oldrel (arm64): srp_1.2.0.tgz, r-release (x86_64): srp_1.2.0.tgz, r-oldrel (x86_64): srp_1.2.0.tgz
Old sources: srp 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.