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R package for change-points estimation in linear regression model via DP and SGL

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pra1981/ChangePointCalc

 
 

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ChangePointCalc

R package for change-points estimation in linear regression model via DP and SGL.

Core algorithms are written in C for speeding up.

Please ignore all the pdf or latex related files.

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R package for change-points estimation in linear regression model via DP and SGL

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  • R 57.3%
  • C++ 42.7%