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3 projects in result set.
Fast kernel change-point procedure - This package implements the Kernseg procedure described in the paper "New efficient algorithms for multiple change-point detection with kernels (A. Celisse, G. Marot, M. Pierre-Jean, G. Rigaill) available at
Tags: reproducing kernel, Bioinformatics & Biostatistics, Biostatistics, CNV, Copy number variant, Copynumber, Statistics, Time series, bioinformatics, biostatistics, break detection, breakpoint, change detection, change point, changepoint, dynamic programming, machine learning, model selection, multivariate analysis, multivariate statistics, nonparametric, segmentation, time series
This project has not yet categorized itself in the Trove Software Map

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Registered: 2017-12-18 14:11

Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
Tags: finance, stochastic processes, stochastic differential equation, estimation, time series, model selection, change point, Bayesian, Finance, MCMC, Monte Carlo, Statistics, change detection, changepoint, dynamic systems, inference, likelihood, option, option pricing, simulation, simulations, statistical inference, statistics, stochastic, stochastic differential equations

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Registered: 2009-09-28 11:24 - Exact significance tests for a changepoint in linear or multiple linear regression. Confidence intervals and confidence regions with exact coverage probabilities for the changepoint.
Tags: changepoint, breakpoint, brokenline regression, change detection, linear models, nonlinear models, regression, structural break, thresholds, break detection, Regression, Multivariate Regression, multivariate, multivariate regression, multiple regression, Multivariate Analysis

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Registered: 2013-02-25 20:29

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