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cpss

An R Package for Change-Point Detection by Sample-Splitting Methods.

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Version

Install

install.packages('cpss')

Monthly Downloads

265

Version

0.0.2

License

GPL (>= 3)

Maintainer

Guanghui Wang

Last Published

November 23rd, 2020

Functions in cpss (0.0.2)

cpss.glm

Detecting changes in GLMs
coef,cpss-method

coef method
cpss.lm

Detecting changes in linear models
cpss.var

Detecting changes in (co)variance
cpss-class

cpss: an S4 class which collects data and information required for further change-point analyses and summaries
%>%

Pipe operator
cpss.custom

Detecting changes in uers-customized models
cpss.em

Detecting changes in exponential family
tool1

tool1
update,cpss-method

update method
tool3

tool3
cpss.meanvar

Detecting changes in mean and (co)variance
summary,cpss-method

summary method
plot,cpss-method

plot method
cpss.mean

Detecting changes in mean
tool4

tool4
tool2

tool2