Package: decp 0.1.2
Vasileios Pavlopoulos
decp: Complete Change Point Analysis
Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
Authors:
decp_0.1.2.tar.gz
decp_0.1.2.tar.gz(r-4.5-noble)decp_0.1.2.tar.gz(r-4.4-noble)
decp_0.1.2.tgz(r-4.4-emscripten)decp_0.1.2.tgz(r-4.3-emscripten)
decp.pdf |decp.html✨
decp/json (API)
# Install 'decp' in R: |
install.packages('decp', 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 4 months agofrom:3f14e5acbc. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 21 2024 |
R-4.5-linux | OK | Dec 21 2024 |
Exports:adjusted_ratio_bin_segdecpmle_change_point_detectionsimulate_estimation
Dependencies:clicolorspacefansifarvergeigenggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixcalcmgcvmunsellnlmepillarpkgconfigpurrrR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Adjusted Ratio Binary Segmentation | adjusted_ratio_bin_seg |
Detect and Estimate Change Points | decp |
MLE Change Point Detection | mle_change_point_detection |
Plot method for decp_result | plot.decp_result |
Plot method for mle_change_point_result | plot.mle_change_point_result |
Print method for decp_result | print.decp_result |
Print method for 'mle_change_point_result' class | print.mle_change_point_result |
Simulate Estimation | simulate_estimation |
Summary method for decp_result | summary.decp_result |