hdbinseg (Q115571): Difference between revisions
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Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation | |||||||||||||||
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1.0.1 | |||||||||||||||
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publication date: 29 May 2018
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publication date: 17 August 2023
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| Property / maintained by: Haeran Cho / rank | |||||||||||||||
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| Property / CRAN project: hdbinseg / rank | |||||||||||||||
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| Property / programmed in: R / rank | |||||||||||||||
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17 August 2023
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Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>. | |||||||||||||||
| Property / description: Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>. / rank | |||||||||||||||
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| Property / author: Haeran Cho / rank | |||||||||||||||
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| Property / author: Piotr Fryzlewicz / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
edition/version: ≥ 3 (English) | |||||||||||||||
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software version identifier: ≥ 4.2.0 | |||||||||||||||
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software version identifier: ≥ 0.12.10 | |||||||||||||||
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| Property / imports: doParallel / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation / rank | |||||||||||||||
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| Property / cites work: Change-point detection in panel data via double CUSUM statistic / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:56, 12 March 2024
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hdbinseg |
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation |
Statements
17 August 2023
0 references
Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.
0 references
