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InspectChangepoint

swMATH ID: 15611
Software Authors: Tengyao Wang
Description: R package InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection. Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.
Homepage: https://cran.r-project.org/web/packages/InspectChangepoint/index.html
Source Code: https://github.com/cran/InspectChangepoint
Dependencies: R
Keywords: Changepoint Estimation; Sparse Projection
Related Software: wbs; BayesProject; logcondens; ecp; R; PeakSeg; MMCTest; fastOnlineCpt; ocd; Surveillance; changepoint.geo; FDRSeg; SP500R; changepoint.np; changepoint; CRAN; LogConcDEAD
Cited in: 6 Publications

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