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Description

Multiple Change-Point Detection in Multivariate Time Series.

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <arXiv:2403.00600>.
Metadata

Version

0.0.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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