BayesProject

swMATH35837CRANBayesProjectMaRDI QIDQ51539FDOQ51539

Fast Projection Direction for Multivariate Changepoint Detection

Georg Hahn

Last update: 29 September 2020

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

Software version identifier: 1.0

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

Cites work

• BayesProject: Fast computation of a projection direction for multivariate changepoint detection

Described by source

• BayesProject: fast computation of a projection direction for multivariate changepoint detection

Cited In (2)

• An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation
• Online multivariate changepoint detection with type I error control and constant time/memory updates per series

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