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HDCD

High-Dimensional Changepoint Detection

Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.

Versions across snapshots

VersionRepositoryFileSize
1.1 rolling source/ R- HDCD_1.1.tar.gz 125.0 KiB
1.1 rolling linux/jammy R-4.5 HDCD_1.1.tar.gz 212.6 KiB
1.1 rolling linux/noble R-4.5 HDCD_1.1.tar.gz 214.5 KiB
1.1 latest source/ R- HDCD_1.1.tar.gz 125.0 KiB
1.1 latest linux/jammy R-4.5 HDCD_1.1.tar.gz 212.6 KiB
1.1 latest linux/noble R-4.5 HDCD_1.1.tar.gz 214.5 KiB
1.1 2026-04-23 source/ R- HDCD_1.1.tar.gz 125.0 KiB
1.1 2026-04-09 windows/windows R-4.5 HDCD_1.1.zip 224.1 KiB
1.1 2025-04-20 source/ R- HDCD_1.1.tar.gz 125.0 KiB

Dependencies (latest)

Imports