tool1

algo

algo_param_dim

ncps

pelt_pen

params

S_vals

SC_vals

upcalle.inputs

Implements multiple change searching algorithms for a variety of
frequently considered parametric change-point models. In particular, it
integrates a criterion proposed by Zou, Wang and Li (2020)
<doi:10.1214/19-AOS1814> to select the number of change-points in a
data-driven fashion. Moreover, it also provides interfaces for
users-customized change-point models with their own cost function and
estimation routines.

Guanghui Wang

cpss

Change-Point Detection by Sample-Splitting Methods

Changliang Zou

tool1 function

Arguments

tool1 — tool1

tool1: tool1

Description

Usage

Arguments