Step-Wise Signal Extraction via Marginal Likelihood

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) .


Reference manual

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2.6.0 by Chu-Lan Michael Kao, 3 years ago

Browse source code at

Authors: Chao Du , Chu-Lan Michael Kao , Samuel Kou

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Linking to Rcpp

System requirements: C++11

See at CRAN