hdbinseg
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Software:115571
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
Last update: 17 August 2023
Copyright license: GNU General Public License
Software version identifier: 1.0.1, 1.0.2
Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.
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