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L2hdchange  

L2 Inference for Change Points in High-Dimensional Time Series
View on CRAN: Click here


Download and install L2hdchange package within the R console
Install from CRAN:
install.packages("L2hdchange")

Install from Github:
library("remotes")
install_github("cran/L2hdchange")

Install by package version:
library("remotes")
install_version("L2hdchange", "1.0")



Attach the package and use:
library("L2hdchange")
Maintained by
Rui Lin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-20
Latest Update: 2023-07-20
Description:
Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint .
How to cite:
Rui Lin (2023). L2hdchange: L2 Inference for Change Points in High-Dimensional Time Series. R package version 1.0, https://cran.r-project.org/web/packages/L2hdchange. Accessed 07 Nov. 2024.
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