breakpoint: An R Package for Multiple Break-Point Detection via the Cross-Entropy Method

Implements the Cross-Entropy (CE) method, which is a model based stochastic optimization technique to estimate both the number and their corresponding locations of break-points in continuous and discrete measurements (Priyadarshana and Sofronov (2015), Priyadarshana and Sofronov (2012a), Priyadarshana and Sofronov (2012b)).

Package details

AuthorPriyadarshana W.J.R.M. and Georgy Sofronov
MaintainerPriyadarshana W.J.R.M. <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the breakpoint package in your browser

Any scripts or data that you put into this service are public.

breakpoint documentation built on May 1, 2019, 8:14 p.m.