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:Vasileios Pavlopoulos [cre, aut], Hieu Pham [aut, ctb], Paras Bhatt [aut, ctb], Yi Tan [aut, ctb], Ravi Patnayakuni [aut, ctb]

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'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 182 downloads 4 exports 31 dependencies

Last updated 3 months agofrom:3f14e5acbc. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-linuxOKNov 21 2024

Exports:adjusted_ratio_bin_segdecpmle_change_point_detectionsimulate_estimation

Dependencies:clicolorspacefansifarvergeigenggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixcalcmgcvmunsellnlmepillarpkgconfigpurrrR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr