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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:aea0ab56cd. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 04 2024 |
| R-4.5-linux-x86_64 | OK | Dec 04 2024 |
Exports:List2Matrixlocalizationrid
Dependencies:CircularSilhouetteCkmeans.1d.dpcligluelifecyclemagrittrOptCirClustplotrixplyrpracmapurrrrbibutilsRcppRcppEigenRdpackreshape2rlangstringistringrvctrs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Convert a list of matrices into a single large matrix | List2Matrix |
| Localization procedure | localization |
| Random intervals distillation procedure | rid |