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changepoint.mv: Changepoint Analysis for Multiv...
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Mathematics and Statistics
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STOR-i Centre for Doctoral Training
Changepoints and Time Series
Statistical Artificial Intelligence
Links
https://CRAN.R-project.org/package=changepoint.mv
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Licence:
GNU GPL
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changepoint.mv: Changepoint Analysis for Multivariate Time Series
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Software
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Overview
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Daniel Grose
(Developer)
Paul Fearnhead
(Artist)
Idris Eckley
(Artist)
Lawrence Bardwell
(Artist)
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Publication date
29/11/2018
Medium of output
Online
<mark>Original language</mark>
English
Abstract
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)