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]

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CptNonPar.pdf |CptNonPar.html✨
CptNonPar/json (API)
NEWS

# Install 'CptNonPar' in R:
install.packages('CptNonPar', repos = c('https://euanmcgonigle.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

change-point-detectionmoving-sumnonparametricsegmentationtime-series

3.60 score 4 stars 3 scripts 588 downloads 4 exports 11 dependencies

Last updated 7 months agofrom:41b4514cfe. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64OKOct 25 2024
R-4.5-linux-x86_64OKOct 25 2024
R-4.4-win-x86_64OKOct 25 2024
R-4.4-mac-x86_64OKOct 25 2024
R-4.4-mac-aarch64OKOct 25 2024
R-4.3-win-x86_64OKOct 25 2024
R-4.3-mac-x86_64OKOct 25 2024
R-4.3-mac-aarch64OKOct 25 2024

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

Dependencies:codetoolsdoParallelforeachiteratorsparallellyRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfast