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SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

Version: 1.0.2
Depends: R (≥ 3.5.0), stats, utils, graphics
Imports: Rcpp, mvtnorm, truncnorm, evd
LinkingTo: Rcpp
Suggests: rmarkdown, knitr
Published: 2024-03-08
Author: Shubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut]
Maintainer: Zifeng Zhao <zzhao2 at nd.edu>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SNSeg results

Documentation:

Reference manual: SNSeg.pdf
Vignettes: SNSeg

Downloads:

Package source: SNSeg_1.0.2.tar.gz
Windows binaries: r-devel: SNSeg_1.0.2.zip, r-release: SNSeg_1.0.2.zip, r-oldrel: SNSeg_1.0.2.zip
macOS binaries: r-release (arm64): SNSeg_1.0.2.tgz, r-oldrel (arm64): SNSeg_1.0.2.tgz, r-release (x86_64): SNSeg_1.0.2.tgz, r-oldrel (x86_64): SNSeg_1.0.2.tgz
Old sources: SNSeg archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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