r-hdbinseg

Description

Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation.

Description

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>.

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Version

1.0.2

License

Unknown

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Platforms75 (75)

Platforms (75)