kerSeg

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New Kernel-Based Change-Point Detection

Hoseung Song, Hao Chen

Last update: 22 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0, 1.1

Description

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>.

Cites work

• Practical and powerful kernel-based change-point detection

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