TSMCP (1.0)

0 users

Fast Two Stage Multiple Change Point Detection.


A novel and fast two stage method for simultaneous multiple change point detection and variable selection for piecewise stationary autoregressive (PSAR) processes and linear regression model. It also simultaneously performs variable selection for each autoregressive model and hence the order selection.

Maintainer: Yaguang Li
Author(s): Yaguang Li [aut, cre], Baisuo Jin [aut]

License: GPL (>= 2)

Uses: lars, plus, MASS

Released about 1 year ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of TSMCP yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for TSMCP on google, google scholar, r-help, r-devel.

Visit TSMCP on R Graphical Manual.