L2hdchange
L2 Inference for Change Points in High-Dimensional Time Series
Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint <arXiv:2208.13074>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | L2hdchange_1.0.tar.gz |
378.1 KiB |
1.0 |
rolling linux/noble R-4.5 | L2hdchange_1.0.tar.gz |
378.1 KiB |
1.0 |
rolling source/ R- | L2hdchange_1.0.tar.gz |
288.9 KiB |
1.0 |
latest linux/jammy R-4.5 | L2hdchange_1.0.tar.gz |
378.1 KiB |
1.0 |
latest linux/noble R-4.5 | L2hdchange_1.0.tar.gz |
378.1 KiB |
1.0 |
latest source/ R- | L2hdchange_1.0.tar.gz |
288.9 KiB |
1.0 |
2026-04-26 source/ R- | L2hdchange_1.0.tar.gz |
288.9 KiB |
1.0 |
2026-04-23 source/ R- | L2hdchange_1.0.tar.gz |
288.9 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | L2hdchange_1.0.zip |
381.6 KiB |
1.0 |
2025-04-20 source/ R- | L2hdchange_1.0.tar.gz |
288.9 KiB |