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.
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")
Sangwon Hyun (Justin), Kevin Lin, Max G'Sell, Ryan Tibshirani
GPL2.0