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

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

cpp

1.00 score 211 downloads 3 exports 20 dependencies

Last updated 12 months agofrom:aea0ab56cd. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 02 2025
R-4.5-linux-x86_64OKFeb 02 2025

Exports:List2Matrixlocalizationrid

Dependencies:CircularSilhouetteCkmeans.1d.dpcligluelifecyclemagrittrOptCirClustplotrixplyrpracmapurrrrbibutilsRcppRcppEigenRdpackreshape2rlangstringistringrvctrs