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r-muchpoint

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Nonparametric approach to estimate the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables whose distribution changes from block to block. BRAULT Vincent, OUADAH Sarah, SANSONNET Laure and LEVY-LEDUC Celine (2017) <doi:10.1016/j.jmva.2017.12.005>.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-muchpoint

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About

Summary

Nonparametric approach to estimate the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables whose distribution changes from block to block. BRAULT Vincent, OUADAH Sarah, SANSONNET Laure and LEVY-LEDUC Celine (2017) <doi:10.1016/j.jmva.2017.12.005>.

Last Updated

Dec 13, 2019 at 20:33

License

GPL-2

Total Downloads

12

Supported Platforms

linux-64
macOS-64
win-64