changepointsHD-package

changepointsHD

 package

This implements the methods developed in, L. Bybee and Y. Atchade. (2018).  Contains a series of methods for estimating change-points given user specified black-box models.  The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation.  Additionally, code for estimating Gaussian graphical models is included.  The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.

Package:	changepointsHD
Type:	Package
Version:	0.3.0
Date:	2017-11-06
License:	GPL-2

changepointsHD-package: changepointsHD

Description

Arguments

Details

References