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) .


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Reference manual

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install.packages("StepSignalMargiLike")

2.6.0 by Chu-Lan Michael Kao, 9 months ago


Browse source code at https://github.com/cran/StepSignalMargiLike


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