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stat.CO2026
skchange: Fast and Flexible Algorithms for Changepoint Detection
Martin Tveten, Johannes Voll Kolstø, Per August Jarval Moen
Skchange is an open-source Python library for detecting structural changes in time series. It implements modern change detection algorithms within a unified and extensible framewor…
stat.CO2023
perms: Likelihood-free estimation of marginal likelihoods for binary response data in Python and R
Dennis Christensen, Per August Jarval Moen
In Bayesian statistics, the marginal likelihood (ML) is the key ingredient needed for model comparison and model averaging. Unfortunately, estimating MLs accurately is notoriously…