Package: StepSignalMargiLike 2.6.0

StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.

Authors:Chao Du, Chu-Lan Michael Kao, Samuel Kou

StepSignalMargiLike_2.6.0.tar.gz
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StepSignalMargiLike.pdf |StepSignalMargiLike.html
StepSignalMargiLike/json (API)

# Install 'StepSignalMargiLike' in R:
install.packages('StepSignalMargiLike', repos = c('https://dorminiakao.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.51 score 32 scripts 134 downloads 16 exports 1 dependencies

Last updated 7 years agofrom:720d5c4e21. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 07 2024
R-4.5-win-x86_64NOTENov 07 2024
R-4.5-linux-x86_64NOTENov 07 2024
R-4.4-win-x86_64NOTENov 07 2024
R-4.4-mac-x86_64NOTENov 07 2024
R-4.4-mac-aarch64NOTENov 07 2024
R-4.3-win-x86_64NOTENov 07 2024
R-4.3-mac-x86_64NOTENov 07 2024
R-4.3-mac-aarch64NOTENov 07 2024

Exports:ChangePointAnalyzeNormChangePointAnalyzeNormUnResChangePointAnalyzePoissChangePointAnalyzePoissUnResest.changepointsest.mean.normest.mean.poisPlotChangePointsprior.norm.Aprior.norm.Bprior.norm.Cprior.poisStepSignalMargiLike_ChangePointAnalyzeNormStepSignalMargiLike_ChangePointAnalyzeNormUnResStepSignalMargiLike_ChangePointAnalyzePoissStepSignalMargiLike_ChangePointAnalyzePoissUnRes

Dependencies:Rcpp

Readme and manuals

Help Manual

Help pageTopics
Estimating Change Points Using Marginal LikelihoodStepSignalMargiLike-package StepSignalMargiLike
ChangePointAnalyzeNormChangePointAnalyzeNorm
ChangePointAnalyzeNormUnResChangePointAnalyzeNormUnRes
ChangePointAnalyzePoissChangePointAnalyzePoiss
ChangePointAnalyzePoissUnResChangePointAnalyzePoissUnRes
est.changepointsest.changepoints
est.mean.normest.mean.norm
est.mean.poisest.mean.pois
PlotChangePointsPlotChangePoints
prior.norm.Aprior.norm.A
prior.norm.Bprior.norm.B
prior.norm.Cprior.norm.C
prior.poisprior.pois
StepSignalMargiLike_ChangePointAnalyzeNormStepSignalMargiLike_ChangePointAnalyzeNorm
StepSignalMargiLike_ChangePointAnalyzeNormUnResStepSignalMargiLike_ChangePointAnalyzeNormUnRes
StepSignalMargiLike_ChangePointAnalyzePoissStepSignalMargiLike_ChangePointAnalyzePoiss
StepSignalMargiLike_ChangePointAnalyzePoissUnResStepSignalMargiLike_ChangePointAnalyzePoissUnRes