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Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) <doi:10.1214/19-AOS1814> to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).
| Version: | 0.0.3 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | MASS |
| Published: | 2022-08-22 |
| Author: | Guanghui Wang [aut, cre], Changliang Zou [aut] |
| Maintainer: | Guanghui Wang <ghwang.nk at gmail.com> |
| BugReports: | https://github.com/ghwang-nk/cpss/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/ghwang-nk/cpss |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | cpss results |
| Reference manual: | cpss.pdf |
| Package source: | cpss_0.0.3.tar.gz |
| Windows binaries: | r-devel: cpss_0.0.3.zip, r-release: cpss_0.0.3.zip, r-oldrel: cpss_0.0.3.zip |
| macOS binaries: | r-release (arm64): cpss_0.0.3.tgz, r-oldrel (arm64): cpss_0.0.3.tgz, r-release (x86_64): cpss_0.0.3.tgz, r-oldrel (x86_64): cpss_0.0.3.tgz |
| Old sources: | cpss archive |
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