Change-Point Detection by Sample-Splitting Methods

Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for users-customized change-point models with their own cost function and estimation routines.


Reference manual

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0.0.2 by Guanghui Wang, 5 months ago

Browse source code at

Authors: Guanghui Wang [aut, cre] , Changliang Zou [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra

Suggests MASS, L1pack

Linking to Rcpp, RcppArmadillo

See at CRAN