kerSeg
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Software:105650
New Kernel-Based Change-Point Detection
Last update: 22 August 2023
Software version identifier: 1.0, 1.1
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
New kernel-based test and fast tests for detecting change-points or changed-intervals where the distributions abruptly change. They work well particularly for high-dimensional data. Song, H. and Chen, H. (2022) <arXiv:2206.01853>.
