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5 results by maintainer "Haeran Cho"

hdbinseg v1.0.3 8206th by downloads

Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Haeran Cho 409 downloads/30d

mosum v1.2.7 9636th by downloads

Moving Sum Based Procedures for Changes in the Mean

Haeran Cho 325 downloads/30d

fnets v0.1.6 12887th by downloads

Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series

Haeran Cho 244 downloads/30d

unsystation v0.2.1 15898th by downloads

Stationarity Test Based on Unsystematic Sub-Sampling

Haeran Cho 204 downloads/30d

tilting v1.1.1 20988th by downloads

Variable Selection via Tilted Correlation Screening Algorithm

Haeran Cho 153 downloads/30d