hdbinseg: 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) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.

Version: 1.0.2
Depends: R (≥ 4.2.0)
Imports: Rcpp (≥ 0.12.10), foreach, iterators, doParallel
LinkingTo: Rcpp, RcppArmadillo
Suggests: RcppArmadillo
Published: 2023-08-17
DOI: 10.32614/CRAN.package.hdbinseg
Author: Haeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Haeran Cho <haeran.cho at bristol.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: hdbinseg results


Reference manual: hdbinseg.pdf


Package source: hdbinseg_1.0.2.tar.gz
Windows binaries: r-devel: hdbinseg_1.0.2.zip, r-release: hdbinseg_1.0.2.zip, r-oldrel: hdbinseg_1.0.2.zip
macOS binaries: r-release (arm64): hdbinseg_1.0.2.tgz, r-oldrel (arm64): hdbinseg_1.0.2.tgz, r-release (x86_64): hdbinseg_1.0.2.tgz, r-oldrel (x86_64): hdbinseg_1.0.2.tgz
Old sources: hdbinseg archive

Reverse dependencies:

Reverse imports: ccid


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