cpcens

R package cpcens: Changepoint Analysis using Censored Time Series Data. To detect the changepoint, this package uses most recent changepoint, double cumulative sum binary segmentation, multiple changepoints in multivariate time series, analyzing each series in the panel independently, and analyzing aggregated data methods. This package is useful to simulate censored time series to detect the most recent changepoint in censored panel data as well as to assess prediction accuracy.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Siddiqa, Hajra; Ali, Sajid; Shah, Ismail: Most recent changepoint detection in censored panel data (2021)