BayesProject: Fast Projection Direction for Multivariate Changepoint Detection

Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.

Version:	1.0
Imports:	Rcpp (≥ 0.12.13), Rdpack
LinkingTo:	Rcpp, RcppEigen
Published:	2020-09-29
Author:	Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb]
Maintainer:	Georg Hahn <ghahn at hsph.harvard.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	BayesProject results

Documentation:

Reference manual:

BayesProject.pdf

Downloads:

Package source:	BayesProject_1.0.tar.gz
Windows binaries:	r-devel: BayesProject_1.0.zip, r-release: BayesProject_1.0.zip, r-oldrel: BayesProject_1.0.zip
macOS binaries:	r-release (arm64): BayesProject_1.0.tgz, r-oldrel (arm64): BayesProject_1.0.tgz, r-release (x86_64): BayesProject_1.0.tgz, r-oldrel (x86_64): BayesProject_1.0.tgz

Linking:

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