Package: crossvalidationCP
Title: Cross-Validation for Change-Point Regression
Version: 1.1
Authors@R: c(person("Pein", "Florian", role = c("aut", "cre"), email = "f.pein@lancaster.ac.uk"))
Depends: R (>= 3.3.0)
Imports: changepoint (>= 2.0), fpopw(>= 1.1), wbs (>= 1.4), stats
Suggests: testthat (>= 2.0.0)
Description: Implements the cross-validation methodology from Pein and Shah (2021) <arXiv:2112.03220>. Can be customised by providing different cross-validation criteria, estimators for the change-point locations and local parameters, and freely chosen folds. Pre-implemented estimators and criteria are available. It also includes our own implementation of the COPPS procedure <doi:10.1214/19-AOS1814>.
License: GPL-3
NeedsCompilation: no
Packaged: 2023-05-22 16:07:52 UTC; pein
Author: Pein Florian [aut, cre]
Maintainer: Pein Florian <f.pein@lancaster.ac.uk>
Repository: CRAN
Date/Publication: 2023-05-22 18:30:02 UTC
Built: R 4.3.3; ; 2025-01-24 15:22:38 UTC; unix
