HDCD: High-Dimensional Changepoint Detection
Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.
| Version: | 1.1 |
| Imports: | mclust, Rdpack |
| Published: | 2024-06-02 |
| DOI: | 10.32614/CRAN.package.HDCD |
| Author: | Per August Jarval Moen
 [cre, aut] |
| Maintainer: | Per August Jarval Moen <pamoen at math.uio.no> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | HDCD results |
Documentation:
| Reference manual: | HDCD.html , HDCD.pdf |
Downloads:
| Package source: | HDCD_1.1.tar.gz |
| Windows binaries: | r-devel: HDCD_1.1.zip, r-release: HDCD_1.1.zip, r-oldrel: HDCD_1.1.zip |
| macOS binaries: | r-release (arm64): HDCD_1.1.tgz, r-oldrel (arm64): HDCD_1.1.tgz, r-release (x86_64): HDCD_1.1.tgz, r-oldrel (x86_64): HDCD_1.1.tgz |
| Old sources: | HDCD archive |
Linking:
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