Package: BayesProject
Type: Package
Title: Fast Projection Direction for Multivariate Changepoint Detection
Version: 1.0
Date: 2020-09-24
Author: Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb]
Maintainer: Georg Hahn <ghahn@hsph.harvard.edu>
Description: Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.13), Rdpack
RdMacros: Rdpack
LinkingTo: Rcpp, RcppEigen
RoxygenNote: 7.1.0
NeedsCompilation: yes
Packaged: 2020-09-27 00:07:29 UTC; acer
Repository: CRAN
Date/Publication: 2020-09-29 09:30:16 UTC
Built: R 3.6.2; x86_64-apple-darwin15.6.0; 2020-09-30 06:05:57 UTC; unix
Archs: BayesProject.so.dSYM
