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/s11222020099662>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sumcusum and maxcusum methods, and a wild binary segmentation wrapper for all algorithms. 
Homepage:  https://cran.rproject.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 1452.62310 Hahn, 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 (62XX) 
1  Calculus of variations and optimal control; optimization (49XX) 