Package: InspectChangepoint
Type: Package
Title: High-Dimensional Changepoint Estimation via Sparse Projection
Version: 1.0
Date: 2016-06-24
Author: Tengyao Wang
Maintainer: Tengyao Wang <t.wang@statslab.cam.ac.uk>
Imports: stats, graphics, MASS
Description: Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.
License: GPL-3
NeedsCompilation: no
Packaged: 2016-06-25 17:53:30 UTC; tengyao
Repository: CRAN
Date/Publication: 2016-06-26 09:17:50
