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Multiple Change-Point Detection in Multivariate Time Series
v0.0.1
·
Mar 8, 2024
·
GPL-3
Description
Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <arXiv:2403.00600>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’ The Description field contains and Wu (2024) <arXiv:2403.00600>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’ The Description field contains and Wu (2024) <arXiv:2403.00600>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’ The Description field contains and Wu (2024) <arXiv:2403.00600>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’ The Description field contains and Wu (2024) <arXiv:2403.00600>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Version History
new
0.0.1
Mar 9, 2026