r-hdbinseg 1.0.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=hdbinseg
Licenses: GPL 3+
Build system: r
Synopsis: 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>.
Total results: 1