Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) .
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Daniel Grose, a year ago
Browse source code at
Lawrence Bardwell <[email protected]> [aut]
Idris Eckley <[email protected]> [ths,ctb]
Paul Fearnhead <[email protected]> [ths,ctb]
Daniel Grose <[email protected]> [aut,cre]
Time Series Analysis
GPL (>= 2)
Imports Rcpp, methods, zoo, tbart, Rdpack, ggplot2, reshape2, assertive
Linking to Rcpp
See at CRAN