SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

Version:	1.0.2
Depends:	R (≥ 3.5.0), stats, utils, graphics
Imports:	Rcpp, mvtnorm, truncnorm, evd
LinkingTo:	Rcpp
Suggests:	rmarkdown, knitr
Published:	2024-03-08
Author:	Shubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut]
Maintainer:	Zifeng Zhao <zzhao2 at nd.edu>
License:	GPL (≥ 3)
NeedsCompilation:	yes
CRAN checks:	SNSeg results

Documentation:

Reference manual:	SNSeg.pdf
Vignettes:	SNSeg

Downloads:

Package source:	SNSeg_1.0.2.tar.gz
Windows binaries:	r-devel: SNSeg_1.0.2.zip, r-release: SNSeg_1.0.2.zip, r-oldrel: SNSeg_1.0.2.zip
macOS binaries:	r-release (arm64): SNSeg_1.0.2.tgz, r-oldrel (arm64): SNSeg_1.0.2.tgz, r-release (x86_64): SNSeg_1.0.2.tgz, r-oldrel (x86_64): SNSeg_1.0.2.tgz
Old sources:	SNSeg archive

Linking:

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