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cran
wbs:Wild Binary Segmentation for Multiple Change-Point Detection
Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.
Maintained by Rafal Baranowski. Last updated 5 months ago.
3 stars 2.26 score 2 dependents
florianpein
crossvalidationCP:Cross-Validation for Change-Point Regression
Implements the cross-validation methodology from Pein and Shah (2021) <arXiv:2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.
Maintained by Pein Florian. Last updated 2 years ago.
1.00 score 1 scripts