Package: TSMCP 1.1
Yaguang Li
TSMCP: 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.
Authors:
TSMCP_1.1.tar.gz
TSMCP_1.1.tar.gz(r-4.7-any)TSMCP_1.1.tar.gz(r-4.6-any)
TSMCP_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
TSMCP/json (API)
| # Install 'TSMCP' in R: |
| install.packages('TSMCP', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:7a13cb3377. Checks:4 OK. Indexed: yes.
