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rid

Multiple Change-Point Detection in Multivariate Time Series

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <arXiv:2403.00600>.

Versions across snapshots

VersionRepositoryFileSize
0.0.1 rolling linux/jammy R-4.5 rid_0.0.1.tar.gz 123.1 KiB
0.0.1 rolling linux/noble R-4.5 rid_0.0.1.tar.gz 125.4 KiB
0.0.1 rolling source/ R- rid_0.0.1.tar.gz 10.5 KiB
0.0.1 latest linux/jammy R-4.5 rid_0.0.1.tar.gz 123.1 KiB
0.0.1 latest linux/noble R-4.5 rid_0.0.1.tar.gz 125.4 KiB
0.0.1 latest source/ R- rid_0.0.1.tar.gz 10.5 KiB
0.0.1 2026-04-26 source/ R- rid_0.0.1.tar.gz 10.5 KiB
0.0.1 2026-04-23 source/ R- rid_0.0.1.tar.gz 10.5 KiB
0.0.1 2026-04-09 windows/windows R-4.5 rid_0.0.1.zip 442.5 KiB
0.0.1 2025-04-20 source/ R- rid_0.0.1.tar.gz 10.5 KiB

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