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changepointsHD
View on CRAN: Click
here
Download and install changepointsHD package within the R console
Install from CRAN:
install.packages("changepointsHD")
Install from Github:
library("remotes")
install_github("cran/changepointsHD")
Install by package version:
library("remotes")
install_version("changepointsHD", "0.3.3")
Attach the package and use:
library("changepointsHD")
Maintained by
Leland Bybee
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2017-11-07
Latest Update: 2023-04-05
Description:
This implements the methods developed in, L. Bybee and Y. Atchade. (2018). Contains a series of methods for estimating change-points given user specified black-box models. The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation. Additionally, code for estimating Gaussian graphical models is included. The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.
How to cite:
Leland Bybee (2017). changepointsHD: Change-Point Estimation for Expensive and High-Dimensional
Models. R package version 0.3.3, https://cran.r-project.org/web/packages/changepointsHD. Accessed 28 Mar. 2025.
Previous versions and publish date:
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Other R packages that changepointsHD depends,
imports, suggests or enhances
Functions, R codes and Examples using
the changepointsHD R package
Some associated functions: bbmod_method . binary_segmentation . brute_force . changepointsHD-package . changepointsMod-class . log_likelihood_method . prox_gradient_ll . prox_gradient_mapping . rank_one . simulated_annealing .
Some associated R codes: RcppExports.R . changepoints.R . Full changepointsHD package functions and examples
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