Cross-Validation for Change-Point Regression

Implements the cross-validation methodology from Pein and Shah (2021) . Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure .


Reference manual

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1.0-1 by Pein Florian, a month ago

Browse source code at

Authors: Pein Florian [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports changepoint, wbs, stepR, FDRSeg, stats

Suggests testthat

See at CRAN