changepoint.mv: Changepoint Analysis for Multivariate Time Series

Grose, Daniel and Fearnhead, Paul and Eckley, Idris and Bardwell, Lawrence (2018) changepoint.mv: Changepoint Analysis for Multivariate Time Series. UNSPECIFIED.

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Abstract

Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018)

Item Type:
Other
Additional Information:
Online
ID Code:
143556
Deposited By:
Deposited On:
07 Oct 2020 09:18
Refereed?:
No
Published?:
Published
Last Modified:
08 Oct 2020 12:35