InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Version:	1.2
Imports:	stats, graphics, MASS
Suggests:	RSpectra
Published:	2022-05-03
Author:	Tengyao Wang, Bertille Follain and Richard Samworth
Maintainer:	Tengyao Wang <t.wang59 at lse.ac.uk>
License:	GPL-3
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	InspectChangepoint results

Documentation:

Reference manual:

InspectChangepoint.pdf

Downloads:

Package source:	InspectChangepoint_1.2.tar.gz
Windows binaries:	r-devel: InspectChangepoint_1.2.zip, r-release: InspectChangepoint_1.2.zip, r-oldrel: InspectChangepoint_1.2.zip
macOS binaries:	r-release (arm64): InspectChangepoint_1.2.tgz, r-oldrel (arm64): InspectChangepoint_1.2.tgz, r-release (x86_64): InspectChangepoint_1.2.tgz, r-oldrel (x86_64): InspectChangepoint_1.2.tgz
Old sources:	InspectChangepoint archive

Linking:

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