changepointsHD: Change-Point Estimation for Expensive and High-Dimensional
Models
This implements the methods developed in, L. Bybee and Y. Atchade. (2018). Contains a series of methods for estimating change-points given user specified black-box models. The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation. Additionally, code for estimating Gaussian graphical models is included. The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.
| Version: |
0.3.3 |
| Imports: |
Rcpp (≥ 0.12.3), methods |
| LinkingTo: |
RcppArmadillo, Rcpp |
| Published: |
2019-09-20 |
| Author: |
Leland Bybee |
| Maintainer: |
Leland Bybee <lelandb at umich.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
changepointsHD results |
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