Institut für Mathematische Stochastik

SlamR - an R package for finite alphabet blind source seperation in change-point regression

Author: M. Behr

This package implements the estimator SLAM described in the work of

Behr, M., Holmes, C., Munk, A. (2018)
Multiscale Blind Source Separation
The Annals of Statistics
, 46(2):711 - 744

 

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