R package jcp: Joint Change Point Detection. Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. References - Bivariate change point detection (2019+), Michael Messer.
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References in zbMATH (referenced in 1 article , 1 standard article )
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- Michael Messer: Bivariate change point detection: joint detection of changes in expectation and variance (2019) arXiv