changepoint.influence: Package to Calculate the Influence of the Data on a Changepoint Segmentation

Allows users to input their data, segmentation and function used for the segmentation (and additional arguments) and the package calculates the influence of the data on the changepoint locations, see Wilms et al. (2021) <arXiv:2107.10572>. Currently this can only be used with the changepoint package functions to identify changes, but we plan to extend this. There are options for different types of graphics to assess the influence.

Package details

AuthorRebecca Killick [aut, cre], Ines Wilms [aut]
MaintainerRebecca Killick <r.killick@lancs.ac.uk>
LicenseGPL
Version1.0.1
URL https://github.com/rkillick/changepoint.influence/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepoint.influence")

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changepoint.influence documentation built on Aug. 4, 2021, 5:06 p.m.