breakpoint: An R Package for Multiple Break-Point Detection via the Cross-Entropy Method
Version 1.2

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
Date of publication2016-01-13 14:39:45
MaintainerPriyadarshana W.J.R.M. <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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breakpoint documentation built on May 29, 2017, 11 a.m.