changepointsHD swMATH ID: 26719 Software Authors: Leland Bybee Description: R package changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models. This implements the methods developed in, L. Bybee and Y. Atchade. (2017) <arXiv:1707.04306>. Contains a series of methods for estimating change-points given user specified black-box models. The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an application specific rank-one update implementation. Additionally, code for estimating Gaussian graphical models is included. The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data. Homepage: https://cran.r-project.org/web/packages/changepointsHD/index.html Source Code: https://github.com/cran/changepointsHD Dependencies: R Related Software: wbs Cited in: 1 Publication Cited by 1 Author 1 Bybee, Leland Cited in 1 Serial 1 Journal of Machine Learning Research (JMLR) Cited in 1 Field 1 Statistics (62-XX) Citations by Year