BayesProject
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Software:51539
swMATH35837CRANBayesProjectMaRDI QIDQ51539
Fast Projection Direction for Multivariate Changepoint Detection
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
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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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