Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) and Cho (2016) .


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install.packages("hdbinseg")

1.0.1 by Haeran Cho, a year ago


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


Authors: Haeran Cho [aut, cre] , Piotr Fryzlewicz [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, foreach, iterators, doParallel

Suggests RcppArmadillo

Linking to Rcpp, RcppArmadillo


See at CRAN