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David S. Matteson

4 packages On CRAN since Feb 2013 (13 years) · last active 8 days ago
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Downloads

5K

Last 30 days

15.2K

Last 90 days

70.1K

Last year

Average trend: -7.1% (30d vs prior 30d)

Top Packages by Downloads

ecp
3.4K
steadyICA
843
bigtime
402
dsp
367

Recent Activity

dsp updated v1.7.0 Oct 16, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp updated v1.6.0 Jul 21, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp updated v1.5.1 Jul 16, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp updated v1.5.0 Jun 14, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp updated v1.4.0 May 12, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp updated v1.3.0 Apr 20, 2026

Dynamic Shrinkage Process and Change Point Detection

dsp new v1.2.0 Mar 10, 2026

Dynamic Shrinkage Process and Change Point Detection

steadyICA updated v1.0.1 Nov 10, 2024

ICA and Tests of Independence via Multivariate Distance Covariance

ecp updated v3.1.6 Aug 25, 2024

Non-Parametric Multiple Change-Point Analysis of Multivariate Data

bigtime updated v0.2.3 Aug 20, 2023

Sparse Estimation of Large Time Series Models

Co-authored Packages

3 packages

Package Version
ecp 3.4K downloads/30d 3.1.6
bigtime 402 downloads/30d 0.2.3
dsp 367 downloads/30d 1.7.0

Other Roles

1 package

Package Version
steadyICA 843 downloads/30d 1.0.1

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