cpss: Change-Point Detection by Sample-Splitting Methods

Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) <doi:10.1214/19-AOS1814> to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).

Version: 0.0.3
Depends: R (≥ 2.10)
Imports: Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra
LinkingTo: Rcpp, RcppArmadillo
Suggests: MASS
Published: 2022-08-22
DOI: 10.32614/CRAN.package.cpss
Author: Guanghui Wang [aut, cre], Changliang Zou [aut]
Maintainer: Guanghui Wang <ghwang.nk at gmail.com>
BugReports: https://github.com/ghwang-nk/cpss/issues
License: GPL (≥ 3)
URL: https://github.com/ghwang-nk/cpss
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: cpss results


Reference manual: cpss.pdf


Package source: cpss_0.0.3.tar.gz
Windows binaries: r-devel: cpss_0.0.3.zip, r-release: cpss_0.0.3.zip, r-oldrel: cpss_0.0.3.zip
macOS binaries: r-release (arm64): cpss_0.0.3.tgz, r-oldrel (arm64): cpss_0.0.3.tgz, r-release (x86_64): cpss_0.0.3.tgz, r-oldrel (x86_64): cpss_0.0.3.tgz
Old sources: cpss archive


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