Package: changepoint 2.2.5

Rebecca Killick

changepoint: Methods for Changepoint Detection

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Authors:Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], Jamie Lee [ctr]

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changepoint.pdf |changepoint.html✨
changepoint/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/rkillick/changepoint/issues

On CRAN:

changepointsegmentation

46 exports 127 stars 6.14 score 2 dependencies 40 dependents 13 mentions 640 scripts 6.0k downloads

Last updated 2 years agofrom:5253a05c63. Checks:OK: 4 NOTE: 5. Indexed: yes.

Exports:BINSEGclass_inputcoefcpt.meancpt.meanvarcpt.varcptscpts.fullcpts.full<-cpts.tscpts<-cpttypecpttype<-data.setdata.set.tsdata.set<-decisiondistributiondistribution<-likelihoodlogLikmethodmethod<-minseglenminseglen<-ncptsncpts.maxncpts.max<-nsegparamparam.estparam.est<-PELTpen.typepen.type<-pen.valuepen.value.fullpen.value.full<-pen.value<-penalty_decisionplotseg.lenshowsummarytest.stattest.stat<-

Dependencies:latticezoo