L2hdchange: L2 Inference for Change Points in High-Dimensional Time Series
Provides a method for detecting multiple change points in high-dimensional time
series, targeting dense or spatially clustered signals. See Li et al. (2023)
"L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM".
arXiv preprint <doi:10.48550/arXiv.2208.13074>.
| Version: |
1.0 |
| Depends: |
R (≥ 2.10) |
| Published: |
2023-07-20 |
| DOI: |
10.32614/CRAN.package.L2hdchange |
| Author: |
Jiaqi Li [aut],
Likai Chen [aut],
Weining Wang [aut],
Wei Biao Wu [aut],
Rui Lin [cre] |
| Maintainer: |
Rui Lin <ruilin1081 at gmail.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| CRAN checks: |
L2hdchange results |
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