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1. haeran-cho/fnets haeran-cho/fnets Public

   Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series

   R 7 5

2. moseg moseg Public

   Methods for data segmentation under a sparse regression model

   R 3 2

3. STOR-i/Changepoints.jl STOR-i/Changepoints.jl Public

   A Julia package for the detection of multiple changepoints in time series.

   Julia 32 11

4. mosum.py mosum.py Public

   MOSUM procedure for multiple change point estimation

   Jupyter Notebook 2 1

5. dannyjameswilliams/gpc dannyjameswilliams/gpc Public

   A fast, sparse, parallel implementation of Pseudo-Marginal Inference for Gaussian Process Classification with Large Datasets in R and Rcpp, based on Pseudo-Marginal Bayesian Inference for Gaussian …

   C++ 4