Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
Version: | 0.1.2 |
Depends: | R (≥ 3.1) |
Imports: | geigen, ggplot2, magrittr, matrixcalc, purrr, rlang, stats |
Published: | 2024-08-22 |
DOI: | 10.32614/CRAN.package.decp |
Author: | Vasileios Pavlopoulos [cre, aut], Hieu Pham [aut, ctb], Paras Bhatt [aut, ctb], Yi Tan [aut, ctb], Ravi Patnayakuni [aut, ctb] |
Maintainer: | Vasileios Pavlopoulos <vasileios.pavlopoulos at uah.edu> |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | decp results |
Reference manual: | decp.pdf |
Package source: | decp_0.1.2.tar.gz |
Windows binaries: | r-devel: decp_0.1.2.zip, r-release: decp_0.1.2.zip, r-oldrel: decp_0.1.2.zip |
macOS binaries: | r-release (arm64): decp_0.1.2.tgz, r-oldrel (arm64): decp_0.1.2.tgz, r-release (x86_64): decp_0.1.2.tgz, r-oldrel (x86_64): decp_0.1.2.tgz |
Old sources: | decp archive |
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