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hdbinseg  

Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hdbinseg", "1.0.2")



Attach the package and use:
library("hdbinseg")
Maintained by
Haeran Cho
[Scholar Profile | Author Map]
First Published: 2018-05-29
Latest Update: 2023-08-17
Description:
Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) and Cho (2016) .
How to cite:
Haeran Cho (2018). hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation. R package version 1.0.2, https://cran.r-project.org/web/packages/hdbinseg. Accessed 07 Apr. 2025.
Previous versions and publish date:
1.0.1 (2018-05-29 10:59)
Other packages that cited hdbinseg R package
View hdbinseg citation profile
Other R packages that hdbinseg depends, imports, suggests or enhances
Complete documentation for hdbinseg
Functions, R codes and Examples using the hdbinseg R package
Some associated functions: clean.cp . dcbs.alg . dcbs.branch . dcbs.make.tree . dcbs.thr . gen.input . get.factor.model . get.gg . sbs.alg . sbs.make.tree . sbs.thr . search.b . tri.kern . 
Some associated R codes: RcppExports.R . code.R . dcbs.R . sbs.R .  Full hdbinseg package functions and examples
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