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• W4212849408 abstract "Change-point detection is a popular statistical method for Phase I analysis in statistical process control. The cpss package has been developed to provide users with multiple choices of change-point searching algorithms for a variety of frequently considered parametric change-point models, including the univariate and multivariate mean and/or (co)variance change models, changes in linear models and generalized linear models, and change models in exponential families. In particular, it integrates the recently proposed COPSS criterion to determine the number of change-points in a data-driven fashion that avoids selecting or specifying additional tuning parameters in existing approaches. Hence it is more convenient to use in practical applications. In addition, the cpss package brings great possibilities to handle user-customized change-point models." @default.
• W4212849408 created "2022-02-24" @default.
• W4212849408 creator A5007454142 @default.
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• W4212849408 date "2022-02-23" @default.
• W4212849408 modified "2023-10-16" @default.
• W4212849408 title "cpss: an R package for change-point detection by sample-splitting methods" @default.
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• W4212849408 doi "https://doi.org/10.1080/00224065.2022.2035284" @default.
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