changepoint.mv (1.0.1)

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Changepoint Analysis for Multivariate Time Series.

http://cran.r-project.org/web/packages/changepoint.mv

Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) .

Maintainer: Daniel Grose
Author(s): Lawrence Bardwell <l.bardwell@lancaster.ac.uk> [aut], Idris Eckley <i.eckley@lancaster.ac.uk> [ths,ctb], Paul Fearnhead <p.fearnhead@lancaster.ac.uk> [ths,ctb], Daniel Grose <dan.grose@lancaster.ac.uk> [aut,cre]

License: GPL (>= 2)

Uses: assertive, ggplot2, Rcpp, Rdpack, reshape2, tbart, zoo, gridExtra

Released about 1 year ago.


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