Package: SNSeg 1.0.3
Zifeng Zhao
SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series
Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.
Authors:
SNSeg_1.0.3.tar.gz
SNSeg_1.0.3.tar.gz(r-4.5-noble)SNSeg_1.0.3.tar.gz(r-4.4-noble)
SNSeg_1.0.3.tgz(r-4.4-emscripten)SNSeg_1.0.3.tgz(r-4.3-emscripten)
SNSeg.pdf |SNSeg.html✨
SNSeg/json (API)
# Install 'SNSeg' in R: |
install.packages('SNSeg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- critical_values_HD - Critical Values of Self-Normalization
- critical_values_multi - Critical Values of Self-Normalization
- critical_values_single - Critical Values of Self-Normalization
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 months agofrom:ccc2644b49. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 31 2024 |
R-4.5-linux-x86_64 | OK | Oct 31 2024 |
Exports:MARMAR_MTS_CovarianceMAR_Variancemax_SNsweepSNSeg_estimateSNSeg_HDSNSeg_MultiSNSeg_Uni