Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
Documentation for package ‘hdbinseg’ version 1.0.2
DESCRIPTION file
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dcbs.alg
Double CUSUM Binary Segmentation
dcbs.thr
Bootstrapping for threshold selection in DCBS algorithm
sbs.alg
Sparsified Binary Segmentation
sbs.thr
Bootstrapping for threshold selection in SBS algorithm