BayesProject: Fast Projection Direction for Multivariate Changepoint Detection
Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.
| Version: |
1.0 |
| Imports: |
Rcpp (≥ 0.12.13), Rdpack |
| LinkingTo: |
Rcpp, RcppEigen |
| Published: |
2020-09-29 |
| Author: |
Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb] |
| Maintainer: |
Georg Hahn <ghahn at hsph.harvard.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
BayesProject results |
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