InspectChangepoint (1.0.1)

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High-Dimensional Changepoint Estimation via Sparse Projection.

http://cran.r-project.org/web/packages/InspectChangepoint

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Maintainer: Tengyao Wang
Author(s): Tengyao Wang and Richard Samworth

License: GPL-3

Uses: MASS

Released about 1 year ago.


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