crossvalidationCP: Cross-Validation for Change-Point Regression

Implements the cross-validation methodology from Pein and Shah (2021) <doi:10.48550/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>.

Version: 1.1
Depends: R (≥ 3.3.0)
Imports: changepoint (≥ 2.0), fpopw (≥ 1.1), wbs (≥ 1.4), stats
Suggests: testthat (≥ 2.0.0)
Published: 2023-05-22
DOI: 10.32614/CRAN.package.crossvalidationCP
Author: Pein Florian [aut, cre]
Maintainer: Pein Florian <f.pein at>
License: GPL-3
NeedsCompilation: no
Citation: crossvalidationCP citation info
Materials: ChangeLog
CRAN checks: crossvalidationCP results


Reference manual: crossvalidationCP.pdf


Package source: crossvalidationCP_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): crossvalidationCP_1.1.tgz, r-oldrel (arm64): crossvalidationCP_1.1.tgz, r-release (x86_64): crossvalidationCP_1.1.tgz, r-oldrel (x86_64): crossvalidationCP_1.1.tgz
Old sources: crossvalidationCP archive


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