Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) .
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Karolos K. Korkas, 10 months ago
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Karolos K. Korkas
GPL (>= 2)
Imports Rcpp, foreach, iterators, doParallel, methods, hawkes, ACDm
Linking to Rcpp
See at CRAN