SNSeg
Self-Normalization(SN) Based Change-Point Estimation for Time Series
Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.3 |
rolling linux/jammy R-4.5 | SNSeg_1.0.3.tar.gz |
240.7 KiB |
1.0.3 |
rolling linux/noble R-4.5 | SNSeg_1.0.3.tar.gz |
242.0 KiB |
1.0.3 |
rolling source/ R- | SNSeg_1.0.3.tar.gz |
74.9 KiB |
1.0.3 |
latest linux/jammy R-4.5 | SNSeg_1.0.3.tar.gz |
240.7 KiB |
1.0.3 |
latest linux/noble R-4.5 | SNSeg_1.0.3.tar.gz |
242.0 KiB |
1.0.3 |
latest source/ R- | SNSeg_1.0.3.tar.gz |
74.9 KiB |
1.0.3 |
2026-04-26 source/ R- | SNSeg_1.0.3.tar.gz |
74.9 KiB |
1.0.3 |
2026-04-23 source/ R- | SNSeg_1.0.3.tar.gz |
74.9 KiB |
1.0.3 |
2026-04-09 windows/windows R-4.5 | SNSeg_1.0.3.zip |
569.0 KiB |
1.0.3 |
2025-04-20 source/ R- | SNSeg_1.0.3.tar.gz |
74.9 KiB |