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>.

Package details

AuthorThomas Grundy [aut, cre], Rebecca Killick [ths]
MaintainerThomas Grundy <t.grundy1@lancaster.ac.uk>
LicenseGPL
Version1.0.1
URL https://github.com/grundy95/changepoint.geo/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepoint.geo")

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changepoint.geo documentation built on April 14, 2020, 7:16 p.m.