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changepoint.geo: Geometrically Inspired Multivariate Changepoint Detection
Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.
Getting started
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Package details |
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| Author | Thomas Grundy [aut], Rebecca Killick [cre, ths] |
| Maintainer | Rebecca Killick <r.killick@lancaster.ac.uk> |
| License | GPL |
| Version | 1.0.2 |
| URL | https://github.com/grundy95/changepoint.geo/ |
| Package repository | View on CRAN |
| Installation |
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