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cpss  

Change-Point Detection by Sample-Splitting Methods
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("cpss", "0.0.3")



Attach the package and use:
library("cpss")
Maintained by
Guanghui Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-23
Latest Update: 2022-08-22
Description:
Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).
How to cite:
Guanghui Wang (2020). cpss: Change-Point Detection by Sample-Splitting Methods. R package version 0.0.3, https://cran.r-project.org/web/packages/cpss. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.2 (2020-11-23 10:40)
Other packages that cited cpss R package
View cpss citation profile
Other R packages that cpss depends, imports, suggests or enhances
Complete documentation for cpss
Functions, R codes and Examples using the cpss R package
Some associated functions: SC . SC_vals . S_vals . algo . algo_param_dim . coef-cpss-method . cps . cpss-class . cpss.custom . cpss.em . cpss.glm . cpss.lm . cpss.mean . cpss.meanvar . cpss . cpss.var . dat . mdl . ncps . params . pelt_pen . pipe . plot-cpss-method . summary-cpss-method . update-cpss-method . update_inputs . well . 
Some associated R codes: RcppExports.R . algos_custom.R . algos_custom_naive.R . class.R . cpss-package.R . cpss.R . custom.R . data.R . em.R . glm.R . meanvar.R . utils-pipe.R . utils.R .  Full cpss package functions and examples
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