RChest: Locating Distributional Changes in Highly Dependent Time Series

Provides algorithms to locate multiple distributional change-points in piecewise stationary time series. The algorithms are provably consistent, even in the presence of long-range dependencies. Knowledge of the number of change-points is not required. The code is written in Go and interfaced with R.

Version: 1.0.3
Imports: Rdpack, reticulate
Suggests: testthat
Published: 2021-02-13
Author: Lukas Zierahn [cre, aut], Azadeh Khaleghi [aut]
Maintainer: Lukas Zierahn <lukas at kappa-mm.de>
BugReports: https://github.com/azalk/GoChest/issues
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://github.com/azalk/GoChest
NeedsCompilation: no
Materials: README NEWS
CRAN checks: RChest results


Reference manual: RChest.pdf
Package source: RChest_1.0.3.tar.gz
Windows binaries: r-devel: RChest_1.0.3.zip, r-release: RChest_1.0.3.zip, r-oldrel: RChest_1.0.3.zip
macOS binaries: r-release: RChest_1.0.3.tgz, r-oldrel: RChest_1.0.3.tgz


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