Package: TSMCP
Type: Package
Title: Fast Two Stage Multiple Change Point Detection
Version: 1.0
Author: Yaguang Li [aut, cre],
        Baisuo Jin [aut]
Maintainer: Yaguang Li <liyg@mail.ustc.edu.cn>
Depends: R (>= 3.3.0), plus, lars
Suggests: MASS
Description: A novel and fast two stage method for simultaneous multiple change point detection and variable selection for piecewise stationary autoregressive (PSAR) processes and linear regression model. It also simultaneously performs variable selection for each autoregressive model and hence the order selection.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.0
NeedsCompilation: no
Packaged: 2018-11-09 06:36:29 UTC; ustcr7
Repository: CRAN
Date/Publication: 2018-11-18 19:00:09 UTC
Built: R 4.0.2; ; 2020-07-15 21:11:20 UTC; unix
