Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.
Version: | 2.6.0 |
Imports: | Rcpp (≥ 0.11.3) |
LinkingTo: | Rcpp |
Published: | 2018-05-19 |
DOI: | 10.32614/CRAN.package.StepSignalMargiLike |
Author: | Chao Du, Chu-Lan Michael Kao, Samuel Kou |
Maintainer: | Chu-Lan Michael Kao <chulankao at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
CRAN checks: | StepSignalMargiLike results |
Reference manual: | StepSignalMargiLike.pdf |
Package source: | StepSignalMargiLike_2.6.0.tar.gz |
Windows binaries: | r-devel: StepSignalMargiLike_2.6.0.zip, r-release: StepSignalMargiLike_2.6.0.zip, r-oldrel: StepSignalMargiLike_2.6.0.zip |
macOS binaries: | r-release (arm64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (arm64): StepSignalMargiLike_2.6.0.tgz, r-release (x86_64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (x86_64): StepSignalMargiLike_2.6.0.tgz |
Old sources: | StepSignalMargiLike archive |
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