| Name : R-nsp
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.11
| Date : 2024-06-14 11:30:01
|
| Group : Development/Libraries/Other
| Source RPM : R-nsp-1.0.0-lp153.1.11.src.rpm
|
| Size : 2.83 MB
| |
| Packager : (none)
| |
| Summary : Inference for Multiple Change-Points in Linear Models
|
Description :
Implementation of Narrowest Significance Pursuit, a general and
flexible methodology for automatically detecting localised regions in
data sequences which each must contain a change-point (understood as an
abrupt change in the parameters of an underlying linear model), at a
prescribed global significance level. Narrowest Significance Pursuit
works with a wide range of distributional assumptions on the errors,
and yields exact desired finite-sample coverage probabilities,
regardless of the form or number of the covariates. For details, see P.
Fryzlewicz (2021) < https://stats.lse.ac.uk/fryzlewicz/nsp/nsp.pdf>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
