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_1.0.3.tgz(r-4.4-any)RChest_1.0.3.tgz(r-4.3-any)
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RChest.pdf |RChest.html
RChest/json (API)
NEWS

# Install 'RChest' in R:
install.packages('RChest', repos = c('https://azalk.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

On CRAN:

changepointsconsistentergodiclong-range-dependencestationarytime-series

3.00 score 2 stars 1 scripts 118 downloads 3 exports 14 dependencies

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

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-winNOTENov 19 2024
R-4.5-linuxNOTENov 19 2024
R-4.4-winNOTENov 19 2024
R-4.4-macNOTENov 19 2024
R-4.3-winNOTENov 19 2024
R-4.3-macNOTENov 19 2024

Exports:find_changepointsinstall_PyChestlist_estimator

Dependencies:herejsonlitelatticeMatrixpngrappdirsrbibutilsRcppRcppTOMLRdpackreticulaterlangrprojrootwithr

Readme and manuals

Help Manual

Help pageTopics
find_changepointsfind_changepoints
install_PyChestinstall_PyChest
list_estimatorlist_estimator