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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: 1.0.3
Depends: R (≥ 3.5.0), stats, utils, graphics
Imports: Rcpp, mvtnorm
LinkingTo: Rcpp
Suggests: rmarkdown, knitr
Published: 2024-06-02
DOI: 10.32614/CRAN.package.SNSeg
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_1.0.3.tar.gz
Windows binaries: r-devel: SNSeg_1.0.3.zip, r-release: SNSeg_1.0.3.zip, r-oldrel: SNSeg_1.0.3.zip
macOS binaries: r-release (arm64): SNSeg_1.0.3.tgz, r-oldrel (arm64): SNSeg_1.0.3.tgz, r-release (x86_64): SNSeg_1.0.3.tgz, r-oldrel (x86_64): SNSeg_1.0.3.tgz
Old sources: SNSeg archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SNSeg to link to this page.

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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