doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.">

BayesProject: Fast Projection Direction for Multivariate Changepoint Detection (original) (raw)

Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.

Version: 1.0
Imports: Rcpp (≥ 0.12.13), Rdpack
LinkingTo: Rcpp, RcppEigen
Published: 2020-09-29
DOI: 10.32614/CRAN.package.BayesProject
Author: Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb]
Maintainer: Georg Hahn
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: BayesProject results

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