CRAN

TSMCP 1.0

Fast Two Stage Multiple Change Point Detection

Released Nov 18, 2018 by Yaguang Li

This package can be loaded by Renjin but 1 out 2 tests failed.

Dependencies

lars 1.2 plus 1.0

A novel and fast two stage method for simultaneous multiple change point detection and variable selection for piecewise stationary autoregressive (PSAR) processes and linear regression model. It also simultaneously performs variable selection for each autoregressive model and hence the order selection.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>TSMCP</artifactId>
    <version>1.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:TSMCP')

Test Results

This package was last tested against Renjin 0.9.2710 on Nov 20, 2018.

Source

R

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Release History