changedetection: Nonparametric Change Detection in Multivariate Linear Relationships

Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512>.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: Rdpack, L1pack, glmnet
Published: 2019-04-04
Author: Olga Gorskikh, Pekka Malo, Pauliina Ilmonen, Lauri Viitasaari, Joni Virta
Maintainer: Olga Gorskikh <olga.a.gorskikh at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: changedetection results

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Reference manual: changedetection.pdf
Package source: changedetection_0.1.0.tar.gz
Windows binaries: r-devel: changedetection_0.1.0.zip, r-release: changedetection_0.1.0.zip, r-oldrel: changedetection_0.1.0.zip
OS X binaries: r-release: changedetection_0.1.0.tgz, r-oldrel: changedetection_0.1.0.tgz

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