Implements the cross-validation methodology from Pein and Shah (2021) <doi:10.48550/arXiv.2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.
| Version: | 1.1 |
| Depends: | R (≥ 3.3.0) |
| Imports: | changepoint (≥ 2.0), fpopw (≥ 1.1), wbs (≥ 1.4), stats |
| Suggests: | testthat (≥ 2.0.0) |
| Published: | 2023-05-22 |
| Author: | Pein Florian [aut, cre] |
| Maintainer: | Pein Florian <f.pein at lancaster.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Citation: | crossvalidationCP citation info |
| Materials: | ChangeLog |
| CRAN checks: | crossvalidationCP results |
| Reference manual: | crossvalidationCP.pdf |
| Package source: | crossvalidationCP_1.1.tar.gz |
| Windows binaries: | r-prerel: crossvalidationCP_1.1.zip, r-release: crossvalidationCP_1.1.zip, r-oldrel: crossvalidationCP_1.1.zip |
| macOS binaries: | r-prerel (arm64): crossvalidationCP_1.1.tgz, r-release (arm64): crossvalidationCP_1.1.tgz, r-oldrel (arm64): crossvalidationCP_1.1.tgz, r-prerel (x86_64): crossvalidationCP_1.1.tgz, r-release (x86_64): crossvalidationCP_1.1.tgz |
| Old sources: | crossvalidationCP archive |
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