rid

MaRDI QIDQ7387899CRANFDO

Authors Xinyuan Fan, Weichi Wu

Last update 8 March 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.0.1

Description

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024)<doi:10.48550/arXiv.2403.00600>.

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