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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.
Package details |
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Author | Rebecca Killick [aut, cre], Kaylea Haynes [ctb], Harjit Hullait [ctb], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], Jamie Lee [ctr] |
Maintainer | Rebecca Killick <r.killick@lancs.ac.uk> |
License | GPL |
Version | 2.3 |
URL | https://github.com/rkillick/changepoint/ |
Package repository | View on CRAN |
Installation |
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