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SNSeg  

Self-Normalization(SN) Based Change-Point Estimation for Time Series
View on CRAN: Click here


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

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

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



Attach the package and use:
library("SNSeg")
Maintained by
Zifeng Zhao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-06
Latest Update: 2024-06-02
Description:
Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.
How to cite:
Zifeng Zhao (2023). SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series. R package version 1.0.3, https://cran.r-project.org/web/packages/SNSeg. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:25), 1.0.0 (2023-07-06 15:50), 1.0.1 (2024-01-08 21:30), 1.0.2 (2024-03-08 18:40)
Other packages that cited SNSeg R package
View SNSeg citation profile
Other R packages that SNSeg depends, imports, suggests or enhances
Complete documentation for SNSeg
Functions, R codes and Examples using the SNSeg R package
Full SNSeg package functions and examples
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