StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.

Version: 2.5.9
Imports: Rcpp (≥ 0.11.3)
LinkingTo: Rcpp
Published: 2017-08-23
Author: Chao Du, Chu-Lan Michael Kao, Samuel Kou
Maintainer: Chu-Lan Michael Kao <chulankao at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: StepSignalMargiLike results

Downloads:

Reference manual: StepSignalMargiLike.pdf
Package source: StepSignalMargiLike_2.5.9.tar.gz
Windows binaries: r-devel: StepSignalMargiLike_2.5.9.zip, r-release: StepSignalMargiLike_2.5.9.zip, r-oldrel: StepSignalMargiLike_2.5.9.zip
OS X El Capitan binaries: r-release: StepSignalMargiLike_2.5.9.tgz
OS X Mavericks binaries: r-oldrel: StepSignalMargiLike_2.5.9.tgz

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