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) .


Reference manual

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1.0.1 by Haeran Cho, 3 years ago

Browse source code at

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

Imported by ccid.

See at CRAN