SNSeg

cranv1.0.3

Self-Normalization(SN) Based Change-Point Estimation for Time Series. Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

License GPL (>= 3)0 versions1 maintainers5 deps165 weekly dl
https://CRAN.R-project.org/package=SNSeg
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5/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
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First published · 2024-06-02 22:49:57

Last updated · 2024-06-02T19:10:02+00:00