cpss

Change-Point Detection by Sample-Splitting Methods.

Installation

You can install the released version of cpss from CRAN with:

install.packages("cpss")

Or the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("ghwang-nk/cpss")

Getting started

It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).

library(cpss)
?cpss.mean
?cpss.var
?cpss.meanvar
?cpss.glm
?cpss.lm
?cpss.em
?cpss.custom

References

1. Zou, C., Wang, G., and Li, R. (2020) Consistent selection of the number of change-points via sample-splitting. The Annals of Statistics, 48, 413–439.

2. Wang, G., and Zou, C. (2022+) cpss: An R package for change-point detection by sample-splitting methods. To appear in Journal of Quality Technology.