StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.

Version: 2.6.0
Imports: Rcpp (≥ 0.11.3)
LinkingTo: Rcpp
Published: 2018-05-19
DOI: 10.32614/CRAN.package.StepSignalMargiLike
Author: Chao Du, Chu-Lan Michael Kao, Samuel Kou
Maintainer: Chu-Lan Michael Kao <chulankao at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: StepSignalMargiLike results


Reference manual: StepSignalMargiLike.pdf


Package source: StepSignalMargiLike_2.6.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (arm64): StepSignalMargiLike_2.6.0.tgz, r-release (x86_64): StepSignalMargiLike_2.6.0.tgz, r-oldrel (x86_64): StepSignalMargiLike_2.6.0.tgz
Old sources: StepSignalMargiLike archive


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