SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

Version: 1.0.3
Depends: R (≥ 3.5.0), stats, utils, graphics
Imports: Rcpp, mvtnorm
LinkingTo: Rcpp
Suggests: rmarkdown, knitr
Published: 2024-06-02
DOI: 10.32614/CRAN.package.SNSeg
Author: Shubo Sun [aut], Zifeng Zhao [aut, cre], Feiyu Jiang [aut], Xiaofeng Shao [aut]
Maintainer: Zifeng Zhao <zzhao2 at>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SNSeg results


Reference manual: SNSeg.pdf
Vignettes: SNSeg


Package source: SNSeg_1.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SNSeg_1.0.3.tgz, r-oldrel (arm64): SNSeg_1.0.3.tgz, r-release (x86_64): SNSeg_1.0.3.tgz, r-oldrel (x86_64): SNSeg_1.0.3.tgz
Old sources: SNSeg archive


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