RChest
Locating Distributional Changes in Highly Dependent Time Series
Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.3 |
rolling linux/jammy R-4.5 | RChest_1.0.3.tar.gz |
13.5 KiB |
1.0.3 |
rolling linux/noble R-4.5 | RChest_1.0.3.tar.gz |
13.4 KiB |
1.0.3 |
rolling source/ R- | RChest_1.0.3.tar.gz |
10.1 KiB |
1.0.3 |
latest linux/jammy R-4.5 | RChest_1.0.3.tar.gz |
13.5 KiB |
1.0.3 |
latest linux/noble R-4.5 | RChest_1.0.3.tar.gz |
13.4 KiB |
1.0.3 |
latest source/ R- | RChest_1.0.3.tar.gz |
10.1 KiB |
1.0.3 |
2026-04-26 source/ R- | RChest_1.0.3.tar.gz |
10.1 KiB |
1.0.3 |
2026-04-23 source/ R- | RChest_1.0.3.tar.gz |
10.1 KiB |
1.0.3 |
2026-04-09 windows/windows R-4.5 | RChest_1.0.3.zip |
16.5 KiB |
1.0.3 |
2025-04-20 source/ R- | RChest_1.0.3.tar.gz |
10.1 KiB |