crossvalidationCP: Cross-Validation for Change-Point Regression

Implements the cross-validation methodology from Pein and Shah (2021) <arXiv:2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.

Version: 1.0-1
Depends: R (≥ 3.3.0)
Imports: changepoint (≥ 2.0), wbs (≥ 1.4), stepR (≥ 2.0), FDRSeg (≥ 1.0-3), stats
Suggests: testthat (≥ 2.0.0)
Published: 2021-12-17
Author: Pein Florian [aut, cre]
Maintainer: Pein Florian <f.pein at lancaster.ac.uk>
License: GPL-3
NeedsCompilation: no
Citation: crossvalidationCP citation info
Materials: ChangeLog
CRAN checks: crossvalidationCP results

Documentation:

Reference manual: crossvalidationCP.pdf

Downloads:

Package source: crossvalidationCP_1.0-1.tar.gz
Windows binaries: r-devel: crossvalidationCP_1.0-1.zip, r-release: crossvalidationCP_1.0-1.zip, r-oldrel: crossvalidationCP_1.0-1.zip
macOS binaries: r-release (arm64): crossvalidationCP_1.0-1.tgz, r-release (x86_64): crossvalidationCP_1.0-1.tgz, r-oldrel: crossvalidationCP_1.0-1.tgz
Old sources: crossvalidationCP archive

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