changepoint.mv: Changepoint Analysis for Multivariate Time Series
Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) <doi:10.1080/00401706.2018.1438926>.
Version: |
1.0.2 |
Imports: |
Rcpp (≥
0.12.12), methods, zoo, tbart, Rdpack, ggplot2, reshape2, assertive |
LinkingTo: |
Rcpp |
Suggests: |
gridExtra |
Published: |
2020-08-07 |
Author: |
Lawrence Bardwell [aut], Idris Eckley [ths,ctb], Paul Fearnhead [ths,ctb], Daniel Grose [aut,cre] |
Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
In views: |
TimeSeries |
CRAN checks: |
changepoint.mv results |
Documentation:
Downloads:
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