Package: RChest 1.0.3
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:
RChest_1.0.3.tar.gz
RChest_1.0.3.zip(r-4.5)RChest_1.0.3.zip(r-4.4)RChest_1.0.3.zip(r-4.3)
RChest_1.0.3.tgz(r-4.4-any)RChest_1.0.3.tgz(r-4.3-any)
RChest_1.0.3.tar.gz(r-4.5-noble)RChest_1.0.3.tar.gz(r-4.4-noble)
RChest_1.0.3.tgz(r-4.4-emscripten)RChest_1.0.3.tgz(r-4.3-emscripten)
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')) |
Bug tracker:https://github.com/azalk/gochest/issues
changepointsconsistentergodiclong-range-dependencestationarytime-series
Last updated 3 years agofrom:afe9aaf7a8. Checks:OK: 1 NOTE: 6. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 19 2024 |
R-4.5-win | NOTE | Nov 19 2024 |
R-4.5-linux | NOTE | Nov 19 2024 |
R-4.4-win | NOTE | Nov 19 2024 |
R-4.4-mac | NOTE | Nov 19 2024 |
R-4.3-win | NOTE | Nov 19 2024 |
R-4.3-mac | NOTE | Nov 19 2024 |
Exports:find_changepointsinstall_PyChestlist_estimator
Dependencies:herejsonlitelatticeMatrixpngrappdirsrbibutilsRcppRcppTOMLRdpackreticulaterlangrprojrootwithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
find_changepoints | find_changepoints |
install_PyChest | install_PyChest |
list_estimator | list_estimator |