Package: changedetection
Type: Package
Title: Nonparametric Change Detection in Multivariate Linear
        Relationships
Version: 0.2.0
Date: 2019-06-17
Author: Olga Gorskikh, Pekka Malo, Pauliina Ilmonen, Lauri Viitasaari, Joni Virta
Maintainer: Olga Gorskikh <olga.a.gorskikh@gmail.com>
Description: Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512v2>.
Encoding: UTF-8
License: GPL (>= 2)
LazyData: true
RoxygenNote: 6.1.1
Depends: R (>= 2.10)
Imports: Rdpack, L1pack, glmnet
RdMacros: Rdpack
NeedsCompilation: no
Packaged: 2019-06-17 09:37:40 UTC; olga.gorskikh
Repository: CRAN
Date/Publication: 2019-06-17 10:00:02 UTC
