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rid  

Multiple Change-Point Detection in Multivariate Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rid", "0.0.1")



Attach the package and use:
library("rid")
Maintained by
Xinyuan Fan
[Scholar Profile | Author Map]
First Published: 2024-03-08
Latest Update: 2024-03-08
Description:
Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) .
How to cite:
Xinyuan Fan (2024). rid: Multiple Change-Point Detection in Multivariate Time Series. R package version 0.0.1, https://cran.r-project.org/web/packages/rid. Accessed 02 Apr. 2025.
Previous versions and publish date:
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Full rid package functions and examples
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