Change-Point Detection by Sample-Splitting Methods.
You can install the released version of cpss from CRAN with:
install.packages("cpss")Or the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("ghwang-nk/cpss")It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).
library(cpss)
?cpss.mean
?cpss.var
?cpss.meanvar
?cpss.glm
?cpss.lm
?cpss.em
?cpss.custom-
Zou, C., Wang, G., and Li, R. (2020) Consistent selection of the number of change-points via sample-splitting. The Annals of Statistics, 48, 413–439.
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Wang, G., and Zou, C. (2022+) cpss: An R package for change-point detection by sample-splitting methods. To appear in Journal of Quality Technology.