HDCD: High-Dimensional Changepoint Detection

Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.

Version: 1.1
Imports: mclust, Rdpack
Published: 2024-06-02
DOI: 10.32614/CRAN.package.HDCD
Author: Per August Jarval Moen ORCID iD [cre, aut]
Maintainer: Per August Jarval Moen <pamoen at math.uio.no>
License: GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: HDCD results

Documentation:

Reference manual: HDCD.pdf

Downloads:

Package source: HDCD_1.1.tar.gz
Windows binaries: r-devel: HDCD_1.1.zip, r-release: HDCD_1.1.zip, r-oldrel: HDCD_1.1.zip
macOS binaries: r-release (arm64): HDCD_1.1.tgz, r-oldrel (arm64): HDCD_1.1.tgz, r-release (x86_64): HDCD_1.1.tgz, r-oldrel (x86_64): HDCD_1.1.tgz
Old sources: HDCD archive

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