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Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.1) |
| Imports: | geigen, ggplot2, magrittr, matrixcalc, purrr, rlang, stats |
| Published: | 2024-07-09 |
| DOI: | 10.32614/CRAN.package.decp |
| Author: | Vasileios Pavlopoulos [cre, aut], Hieu Pham [aut, ctb], Paras Bhatt [aut, ctb], Yi Tan [aut, ctb], Ravi Patnayakuni [aut, ctb] |
| Maintainer: | Vasileios Pavlopoulos <vasileios.pavlopoulos at uah.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | decp results |
| Reference manual: | decp.pdf |
| Package source: | decp_0.1.0.tar.gz |
| Windows binaries: | r-devel: decp_0.1.0.zip, r-release: decp_0.1.0.zip, r-oldrel: decp_0.1.0.zip |
| macOS binaries: | r-release (arm64): decp_0.1.0.tgz, r-oldrel (arm64): decp_0.1.0.tgz, r-release (x86_64): decp_0.1.0.tgz, r-oldrel (x86_64): decp_0.1.0.tgz |
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