tool3

dat,cpss-method

mdl,cpss-method

algo,cpss-method

algo_param_dim,cpss-method

SC,cpss-method

ncps,cpss-method

pelt_pen,cpss-method

cps,cpss-method

params,cpss-method

S_vals,cpss-method

SC_vals,cpss-method

upcalle.inputs,cpss-method

cpss

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

Change-Point Detection by Sample-Splitting Methods

Changliang Zou

tool3 function

Arguments

tool3 — tool3

tool3: tool3

Description

Usage

Arguments