BayesProject swMATH ID: 35837 Software Authors: Georg Hahn, Paul Fearnhead, Idris A. Eckley Description: R package BayesProject: Fast Projection Direction for Multivariate Changepoint Detection. Implementations in ’cpp’ of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms. Homepage: https://cran.r-project.org/web/packages/BayesProject/index.html Source Code: https://github.com/cran/BayesProject Dependencies: R Related Software: InspectChangepoint; MMCTest; fastOnlineCpt; ocd; Surveillance; changepoint.geo; FDRSeg; logcondens; wbs Cited in: 3 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year BayesProject: fast computation of a projection direction for multivariate changepoint detection. Zbl 1452.62310Hahn, Georg; Fearnhead, Paul; Eckley, Idris A. 2020 Cited by 4 Authors 2 Hahn, Georg 1 Eckley, Idris A. 1 Fearnhead, Paul 1 Li, Min Cited in 3 Serials 1 Statistics & Probability Letters 1 Statistics and Computing 1 East Asian Journal on Applied Mathematics Cited in 2 Fields 3 Statistics (62-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year