Title: Change-Point Estimation for Expensive and High-Dimensional
Description: This implements the methods developed in, L. Bybee and Y. Atchade. (2017) <arXiv:1707.04306>.  Contains a series of methods for estimating change-points given user specified black-box models.  The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an application specific rank-one update implementation.  Additionally, code for estimating Gaussian graphical models is included.  The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.

Description: This implements the methods developed in, L. Bybee and Y. Atchade. (2018).  Contains a series of methods for estimating change-points given user specified black-box models.  The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation.  Additionally, code for estimating Gaussian graphical models is included.  The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.

Title: Change-Points Detections for Changes in Variance
Authors@R: c(person("Gianluca", "Sottile", role = "cre",
person("Giada", "Adelfio", role = "aut",
Description: Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.
Packaged: 2018-01-10 17:17:26 UTC; gianlucasottile

Description: Changing the name of an existing R package is annoying but common task especially in the early stages of package development. This package (mostly) automates this task.