BayesProject: Fast Projection Direction for Multivariate Changepoint Detection

Implementations in 'cpp' of the BayesProject algorithm (see G. Hahn, P. Fearnhead, I.A. Eckley (2020) <doi:10.1007/s11222-020-09966-2>) which implements a fast approach to compute a projection direction for multivariate changepoint detection, as well as the sum-cusum and max-cusum methods, and a wild binary segmentation wrapper for all algorithms.

Version: 1.0
Imports: Rcpp (≥ 0.12.13), Rdpack
LinkingTo: Rcpp, RcppEigen
Published: 2020-09-29
DOI: 10.32614/CRAN.package.BayesProject
Author: Georg Hahn [aut,cre], Paul Fearnhead [ctb], Idris A. Eckley [ctb]
Maintainer: Georg Hahn <ghahn at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: BayesProject results


Reference manual: BayesProject.pdf


Package source: BayesProject_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BayesProject_1.0.tgz, r-oldrel (arm64): BayesProject_1.0.tgz, r-release (x86_64): BayesProject_1.0.tgz, r-oldrel (x86_64): BayesProject_1.0.tgz


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