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InspectChangepoint

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Software:27499
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swMATH15611CRANInspectChangepointMaRDI QIDQ27499FDOQ27499

High-Dimensional Changepoint Estimation via Sparse Projection

Tengyao Wang

Last update: 3 May 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.2

Source code repository: https://github.com/cran/InspectChangepoint




Cited In (6)

  • BayesProject: fast computation of a projection direction for multivariate changepoint detection
  • Inference on the change point under a high dimensional sparse mean shift
  • High Dimensional Change Point Estimation via Sparse Projection
  • High-dimensional changepoint detection via a geometrically inspired mapping
  • Subset Multivariate Collective and Point Anomaly Detection
  • Online multivariate changepoint detection with type I error control and constant time/memory updates per series


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