decp: Complete Change Point Analysis (original) (raw)
Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
| Version: | 0.1.2 |
|---|---|
| Depends: | R (≥ 3.1) |
| Imports: | geigen, ggplot2, magrittr, matrixcalc, purrr, rlang, stats |
| Published: | 2024-08-22 |
| DOI: | 10.32614/CRAN.package.decp |
| Author: | Vasileios Pavlopoulos [cre, aut], Hieu Pham [aut, ctb], Paras Bhatt [aut, ctb], Yi Tan [aut, ctb], Ravi Patnayakuni [aut, ctb] |
| Maintainer: | Vasileios Pavlopoulos <vasileios.pavlopoulos at uah.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | decp results |
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