StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.

Version:	2.6.0
Imports:	Rcpp (≥ 0.11.3)
LinkingTo:	Rcpp
Published:	2018-05-19
Author:	Chao Du, Chu-Lan Michael Kao, Samuel Kou
Maintainer:	Chu-Lan Michael Kao <chulankao at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
SystemRequirements:	C++11
CRAN checks:	StepSignalMargiLike results

Documentation:

Reference manual:

StepSignalMargiLike.pdf

Downloads:

Package source:	StepSignalMargiLike_2.6.0.tar.gz
Windows binaries:	r-devel: StepSignalMargiLike_2.6.0.zip, r-release: StepSignalMargiLike_2.6.0.zip, r-oldrel: StepSignalMargiLike_2.6.0.zip
macOS binaries:	r-release (arm64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (arm64): StepSignalMargiLike_2.6.0.tgz, r-release (x86_64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (x86_64): StepSignalMargiLike_2.6.0.tgz
Old sources:	StepSignalMargiLike archive

Linking:

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