Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation


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Documentation for package ‘hdbinseg’ version 1.0.2

Help Pages

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