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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)).
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Package details |
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| Author | Priyadarshana W.J.R.M. and Georgy Sofronov |
| Maintainer | Priyadarshana W.J.R.M. <mjayawardana@swin.edu.au> |
| License | GPL (>= 2) |
| Version | 1.2 |
| URL | https://github.com/madawaweer/breakpoint |
| Package repository | View on CRAN |
| Installation |
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