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RChest  

Locating Distributional Changes in Highly Dependent Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("RChest", "1.0.3")



Attach the package and use:
library("RChest")
Maintained by
Lukas Zierahn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-13
Latest Update: 2021-02-13
Description:
Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.
How to cite:
Lukas Zierahn (2021). RChest: Locating Distributional Changes in Highly Dependent Time Series. R package version 1.0.3, https://cran.r-project.org/web/packages/RChest. Accessed 26 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited RChest R package
View RChest citation profile
Other R packages that RChest depends, imports, suggests or enhances
Complete documentation for RChest
Functions, R codes and Examples using the RChest R package
Some associated functions: find_changepoints . install_PyChest . list_estimator . 
Some associated R codes: find_changepoints.R . install_PyChest.R . list_estimator.R . zzz.R .  Full RChest package functions and examples
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