Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Tengyao Wang, 3 years ago
Browse source code at
Tengyao Wang and Richard Samworth
Time Series Analysis
Imports stats, graphics, MASS
See at CRAN