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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)<doi:10.48550/arXiv.2403.00600>.

Version:0.0.1
Depends:purrr,CircularSilhouette,pracma
LinkingTo:Rcpp,RcppEigen
Published:2024-03-08
DOI:10.32614/CRAN.package.rid
Author:Xinyuan Fan [aut, cre, cph], Weichi Wu [aut]
Maintainer:Xinyuan Fan <fxy22 at mails.tsinghua.edu.cn>
License:GPL-3
NeedsCompilation:yes
CRAN checks:rid results

Documentation:

Reference manual:rid.html ,rid.pdf

Downloads:

Package source: rid_0.0.1.tar.gz
Windows binaries: r-devel:rid_0.0.1.zip, r-release:rid_0.0.1.zip, r-oldrel:rid_0.0.1.zip
macOS binaries: r-release (arm64):rid_0.0.1.tgz, r-oldrel (arm64):rid_0.0.1.tgz, r-release (x86_64):rid_0.0.1.tgz, r-oldrel (x86_64):rid_0.0.1.tgz

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=ridto link to this page.


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