gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection
In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version of an algorithm recently proposed by Hocking, Rigaill, Fearnhead, and Bourque (2020) for penalized maximum likelihood...
Saved in:
| Main Authors: | , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2023-03-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4384 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|