Package: RChest 1.0.3

Lukas Zierahn

RChest: Locating Distributional Changes in Highly Dependent Time Series

Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.

Authors:Lukas Zierahn [cre, aut], Azadeh Khaleghi [aut]

RChest_1.0.3.tar.gz
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RChest.pdf |RChest.html✨
RChest/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/azalk/gochest/issues

On CRAN:

changepointsconsistentergodiclong-range-dependencestationarytime-series

3 exports 2 stars 0.92 score 14 dependencies 1 scripts 115 downloads

Last updated 3 years agofrom:afe9aaf7a8. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:find_changepointsinstall_PyChestlist_estimator

Dependencies:herejsonlitelatticeMatrixpngrappdirsrbibutilsRcppRcppTOMLRdpackreticulaterlangrprojrootwithr