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changepoint.mv: Changepoint Analysis for Multivariate Time Series

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@misc{8a59af5f13d6473c836ed4f07de015ae,
title = "changepoint.mv: Changepoint Analysis for Multivariate Time Series",
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)",
author = "Daniel Grose and Paul Fearnhead and Idris Eckley and Lawrence Bardwell",
year = "2018",
month = nov,
day = "29",
language = "English",

}

RIS

TY - ADVS

T1 - changepoint.mv: Changepoint Analysis for Multivariate Time Series

A2 - Grose, Daniel

A2 - Fearnhead, Paul

A2 - Eckley, Idris

A2 - Bardwell, Lawrence

PY - 2018/11/29

Y1 - 2018/11/29

N2 - 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)

AB - 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)

M3 - Software

ER -