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Demonstrating Changepoint Detection for Multivariate Multiple LinearRegression in R

Demonstrating Changepoint Detection for Multivariate Multiple Linear Regression in R. September 26, 2017. The animations show the results of using change point.reg to determine change points in the following model and simulated data. There is a step change in model structure at k. There data given by x. Also varies according to. Two models are considered for the change point analysis, y. The results show that the first model identifies change points at n. 100 and 150 corresponding to changes in y.
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Maths Box

Daniel Grose

2 Barn Holme

Kendal, WES, LA9 5LP

UNITED KINGDOM

441539736479
d.j.grose@barnholme.plus.com

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Demonstrating Changepoint Detection for Multivariate Multiple LinearRegression in R

DESCRIPTION

Demonstrating Changepoint Detection for Multivariate Multiple Linear Regression in R. September 26, 2017. The animations show the results of using change point.reg to determine change points in the following model and simulated data. There is a step change in model structure at k. There data given by x. Also varies according to. Two models are considered for the change point analysis, y. The results show that the first model identifies change points at n. 100 and 150 corresponding to changes in y.

CONTENT

This web site has the following on the homepage, "Demonstrating Changepoint Detection for Multivariate Multiple Linear Regression in R." We noticed that the web page also said " The animations show the results of using change point." It also said "reg to determine change points in the following model and simulated data. There is a step change in model structure at k. There data given by x. Two models are considered for the change point analysis, y. The results show that the first model identifies change points at n. 100 and 150 corresponding to changes in y."

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