eNchange: Ensemble Methods for Multiple Change-Point Detection

Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) <arXiv:2003.03649>.

Version: 1.0
Imports: Rcpp (≥ 0.12.12), foreach, iterators, doParallel, methods, hawkes, ACDm
LinkingTo: Rcpp
Suggests: MASS
Published: 2020-03-20
Author: Karolos K. Korkas
Maintainer: Karolos K. Korkas <kkorkas at yahoo.co.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: eNchange results

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Reference manual: eNchange.pdf
Package source: eNchange_1.0.tar.gz
Windows binaries: r-prerelease: eNchange_1.0.zip, r-release: eNchange_1.0.zip, r-oldrel: eNchange_1.0.zip
macOS binaries: r-prerelease: eNchange_1.0.tgz, r-release: eNchange_1.0.tgz, r-oldrel: eNchange_1.0.tgz

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