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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
2026-04-09 windows/windows R-4.5 | BayesProject_1.0.zip |
441.1 KiB |