Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.
| Version: | 1.0 |
| Imports: | Rcpp (≥ 0.12.13), Rdpack |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2020-09-29 |
| DOI: | 10.32614/CRAN.package.BayesProject |
| Author: | Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb] |
| Maintainer: | Georg Hahn <ghahn at hsph.harvard.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | BayesProject results |
| Reference manual: | BayesProject.pdf |
| Package source: | BayesProject_1.0.tar.gz |
| Windows binaries: | r-devel: BayesProject_1.0.zip, r-release: BayesProject_1.0.zip, r-oldrel: BayesProject_1.0.zip |
| macOS binaries: | r-release (arm64): BayesProject_1.0.tgz, r-oldrel (arm64): BayesProject_1.0.tgz, r-release (x86_64): BayesProject_1.0.tgz, r-oldrel (x86_64): BayesProject_1.0.tgz |
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