HDCD: High-Dimensional Changepoint Detection
Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.
Version: |
1.0 |
Imports: |
mclust, Rdpack |
Published: |
2023-11-19 |
Author: |
Per August Jarval Moen
[cre, aut] |
Maintainer: |
Per August Jarval Moen <pamoen at math.uio.no> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
Materials: |
README |
CRAN checks: |
HDCD results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=HDCD
to link to this page.