R packages by rkillick

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.

Last updated 3 months ago

changepointsegmentation

11.00 score 132 stars 40 dependents 736 scripts 7.2k downloads

EnvCpt - Detection of Structural Changes in Climate and Environment Time Series

Tools for automatic model selection and diagnostics for Climate and Environmental data. In particular the envcpt() function does automatic model selection between a variety of trend, changepoint and autocorrelation models. The envcpt() function should be your first port of call.

Last updated 4 years ago

3.34 score 5 stars 44 scripts 864 downloads

changepoint.influence - Package to Calculate the Influence of the Data on a Changepoint Segmentation

Allows users to input their data, segmentation and function used for the segmentation (and additional arguments) and the package calculates the influence of the data on the changepoint locations, see Wilms et al. (2022) <doi:10.1080/10618600.2021.2000873>. Currently this can only be used with the changepoint package functions to identify changes, but we plan to extend this. There are options for different types of graphics to assess the influence.

Last updated 1 years ago

3.00 score 3 scripts 351 downloads