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Description

An R Package for Multiple Break-Point Detection via the Cross-Entropy Method.

Implements the Cross-Entropy (CE) method, which is a model based stochastic optimization technique to estimate both the number and their corresponding locations of break-points in continuous and discrete measurements (Priyadarshana and Sofronov (2015), Priyadarshana and Sofronov (2012a), Priyadarshana and Sofronov (2012b)).
Metadata

Version

1.2

License

Unknown

Platforms (77)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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