cpss: Change-Point Detection by Sample-Splitting Methods
Implements multiple change searching algorithms for a variety of
frequently considered parametric change-point models. In particular, it
integrates a criterion proposed by Zou, Wang and Li (2020)
<doi:10.1214/19-AOS1814> to select the number of change-points in a
data-driven fashion. Moreover, it also provides interfaces for
users-customized change-point models with their own cost function and
estimation routines.
| Version: |
0.0.2 |
| Imports: |
Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
MASS, L1pack |
| Published: |
2020-11-23 |
| Author: |
Guanghui Wang [aut, cre],
Changliang Zou [aut] |
| Maintainer: |
Guanghui Wang <ghwang.nk at gmail.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
cpss results |
Documentation:
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