Package: CptNonPar 0.2.1

CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series

Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2023) <doi:10.48550/arXiv.2305.07581> for description of the NP-MOJO methodology.

Authors:Euan T. McGonigle [aut, cre], Haeran Cho [aut]

CptNonPar_0.2.1.tar.gz
CptNonPar_0.2.1.zip(r-4.5)CptNonPar_0.2.1.zip(r-4.4)CptNonPar_0.2.1.zip(r-4.3)
CptNonPar_0.2.1.tgz(r-4.4-x86_64)CptNonPar_0.2.1.tgz(r-4.4-arm64)CptNonPar_0.2.1.tgz(r-4.3-x86_64)CptNonPar_0.2.1.tgz(r-4.3-arm64)
CptNonPar_0.2.1.tar.gz(r-4.5-noble)CptNonPar_0.2.1.tar.gz(r-4.4-noble)
CptNonPar_0.2.1.tgz(r-4.4-emscripten)CptNonPar_0.2.1.tgz(r-4.3-emscripten)
CptNonPar.pdf |CptNonPar.html✨
CptNonPar/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/euanmcgonigle/cptnonpar/issues

On CRAN:

change-point-detectionmoving-sumnonparametricsegmentationtime-series

4 exports 4 stars 1.23 score 11 dependencies 3 scripts 891 downloads

Last updated 5 months agofrom:41b4514cfe. Checks:OK: 9. Indexed: yes.

Exports:multilag.cpts.mergemultiscale.np.mojonp.mojonp.mojo.multilag

Dependencies:codetoolsdoParallelforeachiteratorsparallellyRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfast