crossvalidationCP
Cross-Validation for Change-Point Regression
Implements the cross-validation methodology from Pein and Shah (2021) <arXiv:2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
2026-04-09 windows/windows R-4.5 | crossvalidationCP_1.1.zip |
75.6 KiB |
Dependencies (latest)
Imports
- changepoint (>= 2.0)
- fpopw (>= 1.1)
- wbs (>= 1.4)
- stats
Suggests
- testthat (>= 2.0.0)