Code for reproducing simulation studies and real data examples in the paper "Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing" available via arXiv.
plots: PNG files generated by code for reproducing real data examples.RData: RData files generated by code for reproducing simulation studies.tables: tex files generated by code for reproducing simulation studies.real-data-examples: csv files containing real data, and R code to reproduce real data examples.simulations-studies: R code to reproduce simulation studies in the paper.
The packages in the table below are required to reproduce the results in the paper. Some of the packages are no longer on CRAN, but can still be installed using from their GitHub mirrors using devtools::install_github.
| Package | CRAN | Mirror |
|---|---|---|
| ChangePointInference | ✘ | link |
| not | ✓ | |
| IDetect | ✓ | |
| strucchange | ✓ | |
| cpop | ✓ | |
| DeCAFS | ✓ | |
| AR1seg | ✘ | link |
| nsp | ✓ | |
| lpSolve | ✓ | |
| stepR | ✘ | link |
| stats | ✓ | |
| doParallel | ✓ | |
| foreach | ✓ | |
| xtable | ✓ |