Segmentation of an autoregressive Gaussian process of order 1
Released Jun 5, 2014 by Souhil Chakar
This package corresponds to the implementation of the robust approach for estimating change-points in the mean of an AR(1) Gaussian process by using the methodology described in the paper arXiv 1403.1958
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>AR1seg</artifactId> <version>1.0-b238</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.9.2622 on Apr 7, 2018.