Description
Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |