changedetection: Nonparametric Change Detection in Multivariate Linear Relationships

Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512v2>.

Version:	0.2.0
Depends:	R (≥ 2.10)
Imports:	Rdpack, L1pack, glmnet
Published:	2019-06-17
Author:	Olga Gorskikh, Pekka Malo, Pauliina Ilmonen, Lauri Viitasaari, Joni Virta
Maintainer:	Olga Gorskikh <olga.a.gorskikh at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	changedetection results

Documentation:

Reference manual:

changedetection.pdf

Downloads:

Package source:	changedetection_0.2.0.tar.gz
Windows binaries:	r-devel: changedetection_0.2.0.zip, r-release: changedetection_0.2.0.zip, r-oldrel: changedetection_0.2.0.zip
macOS binaries:	r-release (arm64): changedetection_0.2.0.tgz, r-oldrel (arm64): changedetection_0.2.0.tgz, r-release (x86_64): changedetection_0.2.0.tgz, r-oldrel (x86_64): changedetection_0.2.0.tgz
Old sources:	changedetection archive

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