rid: Multiple Change-Point Detection in Multivariate Time Series (original) (raw)
Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <doi:10.48550/arXiv.2403.00600>.
| Version: | 0.0.1 |
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| Depends: | purrr, CircularSilhouette, pracma |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2024-03-08 |
| DOI: | 10.32614/CRAN.package.rid |
| Author: | Xinyuan Fan [aut, cre, cph], Weichi Wu [aut] |
| Maintainer: | Xinyuan Fan |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | rid results |
Documentation:
| Reference manual: | rid.html , <rid.pdf> |
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Downloads:
| Package source: | rid_0.0.1.tar.gz |
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| Windows binaries: | r-devel: rid_0.0.1.zip, r-release: rid_0.0.1.zip, r-oldrel: rid_0.0.1.zip |
| macOS binaries: | r-release (arm64): rid_0.0.1.tgz, r-oldrel (arm64): rid_0.0.1.tgz, r-release (x86_64): rid_0.0.1.tgz, r-oldrel (x86_64): rid_0.0.1.tgz |
Linking:
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