BinSegBstrap

Piecewise Smooth Regression by Bootstrapped Binary Segmentation

Provides methods for piecewise smooth regression. A piecewise smooth signal is estimated by applying a bootstrapped test recursively (binary segmentation approach). Each bootstrapped test decides whether the underlying signal is smooth on the currently considered subsegment or contains at least one further change-point.

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Description file content

Package
BinSegBstrap
Title
Piecewise Smooth Regression by Bootstrapped Binary Segmentation
Version
1.0
Depends
R (>= 3.0.0)
Imports
Rcpp (>= 0.12.3), stats
LinkingTo
Rcpp
Suggests
knitr
VignetteBuilder
knitr
Description
Provides methods for piecewise smooth regression. A piecewise smooth signal is estimated by applying a bootstrapped test recursively (binary segmentation approach). Each bootstrapped test decides whether the underlying signal is smooth on the currently considered subsegment or contains at least one further change-point.
License
GPL-3
NeedsCompilation
yes
Packaged
2019-11-03 17:45:14 UTC; fpein
Author
McDaid Kate [aut], Pein Florian [aut, cre]
Maintainer
Pein Florian
Repository
CRAN
Date/Publication
2019-11-06 17:40:02 UTC

install.packages('BinSegBstrap')

1.0

9 days ago

Pein Florian

GPL-3

Depends on

R (>= 3.0.0)

Imports

Rcpp (>= 0.12.3), stats

Suggests

knitr

Discussions