ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data
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DOI: http://hdl.handle.net/10.18637/jss.v062.i07
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References listed on IDEAS
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Cited by:
- Hang Xu & Philip L.H. Yu & Mayer Alvo, 2019. "Detecting change points in the stress‐strength reliability P(X," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 837-857, May.
- Bill Russell & Dooruj Rambaccussing, 2019. "Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve," Empirical Economics, Springer, vol. 56(5), pages 1455-1475, May.
- Lindeløv, Jonas Kristoffer, 2020. "mcp: An R Package for Regression With Multiple Change Points," OSF Preprints fzqxv, Center for Open Science.
- Mengjia Yu & Xiaohui Chen, 2021. "Finite sample change point inference and identification for high‐dimensional mean vectors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(2), pages 247-270, April.
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