Package: InspectChangepoint
Type: Package
Title: High-Dimensional Changepoint Estimation via Sparse Projection
Version: 1.2
Date: 2022-04-15
Author: Tengyao Wang, Bertille Follain and Richard Samworth
Maintainer: Tengyao Wang <t.wang59@lse.ac.uk>
Imports: stats, graphics, MASS
Suggests: RSpectra
Description: Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.
License: GPL-3
RoxygenNote: 7.1.2
NeedsCompilation: no
Packaged: 2022-04-17 11:46:42 UTC; wangt60
Repository: CRAN
Date/Publication: 2022-05-03 07:00:31 UTC
Built: R 4.3.0; ; 2023-04-12 01:57:24 UTC; unix
