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rid: Multiple Change-Point Detection in Multivariate Time Series

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <doi:10.48550/arXiv.2403.00600>.

Version: 0.0.1
Depends: purrr, CircularSilhouette, pracma
LinkingTo: Rcpp, RcppEigen
Published: 2024-03-08
Author: Xinyuan Fan [aut, cre, cph], Weichi Wu [aut]
Maintainer: Xinyuan Fan <fxy22 at mails.tsinghua.edu.cn>
License: GPL-3
NeedsCompilation: yes
CRAN checks: rid results

Documentation:

Reference manual: rid.pdf

Downloads:

Package source: rid_0.0.1.tar.gz
Windows binaries: r-devel: rid_0.0.1.zip, r-release: rid_0.0.1.zip, r-oldrel: rid_0.0.1.zip
macOS binaries: r-release (arm64): rid_0.0.1.tgz, r-oldrel (arm64): rid_0.0.1.tgz, r-release (x86_64): rid_0.0.1.tgz, r-oldrel (x86_64): rid_0.0.1.tgz

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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