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-4.7-any)decp_0.1.2.tar.gz(r-4.6-any)
decp_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
decp/json (API)

# Install 'decp' in R:
install.packages('decp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

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

1.00 score 1 scripts 191 downloads 4 exports 21 dependencies

Last updated from:3f14e5acbc. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK116
source / vignettesOK157
linux-release-x86_64OK117
wasm-releaseOK100

Exports:adjusted_ratio_bin_segdecpmle_change_point_detectionsimulate_estimation

Dependencies:clicpp11farvergeigenggplot2gluegtableisobandlabelinglifecyclemagrittrmatrixcalcpurrrR6RColorBrewerrlangS7scalesvctrsviridisLitewithr