Package: crossvalidationCP 1.1
crossvalidationCP: Cross-Validation for Change-Point Regression
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>.
Authors:
crossvalidationCP_1.1.tar.gz
crossvalidationCP_1.1.zip(r-4.7)crossvalidationCP_1.1.zip(r-4.6)crossvalidationCP_1.1.zip(r-4.5)
crossvalidationCP_1.1.tgz(r-4.6-any)crossvalidationCP_1.1.tgz(r-4.5-any)
crossvalidationCP_1.1.tar.gz(r-4.7-any)crossvalidationCP_1.1.tar.gz(r-4.6-any)
crossvalidationCP_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
crossvalidationCP/json (API)
| # Install 'crossvalidationCP' in R: |
| install.packages('crossvalidationCP', repos = c('https://florianpein.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:8b9b8ee586. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 105 | ||
| source / vignettes | OK | 156 | ||
| linux-release-x86_64 | OK | 94 | ||
| macos-release-arm64 | OK | 99 | ||
| macos-oldrel-arm64 | OK | 81 | ||
| windows-devel | OK | 66 | ||
| windows-release | OK | 64 | ||
| windows-oldrel | OK | 64 | ||
| wasm-release | OK | 91 |
Exports:binsegconvertSingleParamCOPPScriterionL1losscriterionL2losscriterionModcrossvalidationCPCV1CVmodleastSquaresoptimalPartitioningpeltVfoldCVwbs
Dependencies:changepointfpopwlatticewbszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Cross-validation for change-point regression | crossvalidationCP-package |
| Provides estimators that allows list of parameters | convertSingleParam |
| Cross-validation with Order-Preserved Sample-Splitting | COPPS CV1 CVmod |
| Pre-implemented cross-validation criteria | criteria criterion criterionL1loss criterionL2loss criterionMod |
| Cross-validation in change-point regression | crossvalidationCP |
| Pre-implemented estimators | binseg estimators leastSquares optimalPartitioning pelt wbs |
| V-fold cross-validation | VfoldCV |
