kerSeg (version 1.1)

New Kernel-Based Change-Point Detection

Description

New kernel-based test and fast tests for detecting change-points or changed-intervals where the distributions abruptly change. They work well particularly for high-dimensional data. Song, H. and Chen, H. (2022) .

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Version

Install

install.packages('kerSeg')

Monthly Downloads

176

Version

1.1

License

GPL (>= 2)

Maintainer

Hoseung Song

Last Published

August 22nd, 2023

Functions in kerSeg (1.1)

skew

Compute some components utilized in the third moment fomulas.

gaussiankernel

Compute the Gaussian kernel matrix

kerSeg

New kernel-based change-point detection

statint

Compute the test statistics, D and W, for the changed-interval alternatives.

kerseg1

Kernel-based change-point detection for single change-point alternatives

kerseg2

Kernel-based change-point detection for changed-interval alternatives