cpss: Change-Point Detection by Sample-Splitting Methods

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) <doi:10.1214/19-AOS1814> to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for users-customized change-point models with their own cost function and estimation routines.

Version: 0.0.2
Imports: Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra
LinkingTo: Rcpp, RcppArmadillo
Suggests: MASS, L1pack
Published: 2020-11-23
Author: Guanghui Wang [aut, cre], Changliang Zou [aut]
Maintainer: Guanghui Wang <ghwang.nk at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: cpss results

Documentation:

Reference manual: cpss.pdf

Downloads:

Package source: cpss_0.0.2.tar.gz
Windows binaries: r-devel: cpss_0.0.2.zip, r-devel-UCRT: cpss_0.0.2.zip, r-release: cpss_0.0.2.zip, r-oldrel: cpss_0.0.2.zip
macOS binaries: r-release (arm64): cpss_0.0.2.tgz, r-release (x86_64): cpss_0.0.2.tgz, r-oldrel: cpss_0.0.2.tgz

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