Package: rid 0.0.1

Xinyuan Fan

rid: Multiple Change-Point Detection in Multivariate Time Series

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <arxiv:2403.00600>.

Authors:Xinyuan Fan [aut, cre, cph], Weichi Wu [aut]

rid_0.0.1.tar.gz
rid_0.0.1.tar.gz(r-4.5-noble)rid_0.0.1.tar.gz(r-4.4-noble)
rid_0.0.1.tgz(r-4.4-emscripten)rid_0.0.1.tgz(r-4.3-emscripten)
rid.pdf |rid.html✨
rid/json (API)

# Install 'rid' in R:
install.packages('rid', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

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

cpp

1.00 score 157 downloads 3 exports 20 dependencies

Last updated 1 years agofrom:aea0ab56cd. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 04 2025
R-4.5-linux-x86_64OKMar 04 2025
R-4.4-linux-x86_64OKMar 04 2025

Exports:List2Matrixlocalizationrid

Dependencies:CircularSilhouetteCkmeans.1d.dpcligluelifecyclemagrittrOptCirClustplotrixplyrpracmapurrrrbibutilsRcppRcppEigenRdpackreshape2rlangstringistringrvctrs