Package: changepointsHD
Type: Package
Title: Change-Point Estimation for Expensive and High-Dimensional
        Models
Version: 0.3.3
Date: 2019-09-15
Author: Leland Bybee
Maintainer: Leland Bybee <lelandb@umich.edu>
Description: This implements the methods developed in, L. Bybee and Y. Atchade. (2018).  Contains a series of methods for estimating change-points given user specified black-box models.  The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation.  Additionally, code for estimating Gaussian graphical models is included.  The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.3), methods
LinkingTo: RcppArmadillo, Rcpp
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2019-09-19 20:43:55 UTC; lbybee
Repository: CRAN
Date/Publication: 2019-09-20 16:40:07 UTC