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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

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