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fastcpd
fastcpd_arma

fastcpd_arma function

Find change points efficiently in ARMA( $p$ , $q$ ) models

fastcpd package Read PDF manual

Maintainer: Xingchi Li
License: GPL (>= 3)
Last published: 2025-04-25

Useful links

https://github.com/doccstat/fastcpd/issues
https://fastcpd.xingchi.li
https://github.com/doccstat/fastcpd

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