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.
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1.2 by Tengyao Wang, 4 years ago
Browse source code at https://github.com/cran/InspectChangepoint
Authors: Tengyao Wang , Bertille Follain and Richard Samworth
Documentation: PDF Manual
GPL-3 license
Imports stats, graphics, MASS
Suggests RSpectra
Suggested by ggchangepoint.
See at CRAN