binseginf

Motivation and Synopsis

Implementation code and examples for post-selection inference in the 1D changepoint estimation setting using the saturated model. For the post-selection inference using the selected model, see https://github.com/linnykos/selectiveModel.

Installation

After you clone this GitHub repository, on command line, use

R CMD INSTALL binseginf

or alternatively, you can download and install the package directly in R via,

devtools::install_github("robohyun66/binseginf", subdir="binseginf")

Contributors

Sangwon Hyun (Justin), Kevin Lin, Max G'Sell, Ryan Tibshirani

License

GPL2.0