changepoint.np: Methods for Nonparametric Changepoint Detection
Version 0.0.2

Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. The cpt.np() function should be your first point of call. This package is an extension to the \code{changepoint} package which uses parametric changepoint methods. For further information on the methods see the documentation for \code{changepoint}.

Authorc(person("Kaylea", "Haynes", role = c("aut", "cre"), email = "k.haynes1@lancaster.ac.uk"), person("Rebecca", "Killick", role="ctr"), person("Paul", "Fearnhead", role=c("ths", "ctr")), person("Idris", "Eckley", role=c("ths")))
Date of publication2016-07-07 17:37:39
MaintainerKaylea Haynes <k.haynes1@lancaster.ac.uk>
LicenseGPL
Version0.0.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("changepoint.np")

Getting started

README.md

Popular man pages

cpt.np: Identifying Changes using a Nonparametric Cost Function
HeartRate: Recorded heart rate during a run
See all...

All man pages Function index File listing

Man pages

cpt.np: Identifying Changes using a Nonparametric Cost Function
HeartRate: Recorded heart rate during a run

Functions

Files

src
src/NPPELT.c
src/costfunctions.c
NAMESPACE
NEWS
data
data/HeartRate.RData
R
R/data_input.R
R/PELT.R
R/multiple_nonparametric.R
R/cpt.R
R/NPPELT.R
R/range_of_penalties.R
R/CROPS.R
R/cpt.class.R
R/class_input.R
R/HeartRate.R
R/zzz.R
R/penalty_decision.R
README.md
MD5
DESCRIPTION
man
man/HeartRate.Rd
man/cpt.np.Rd
changepoint.np documentation built on May 19, 2017, 2:02 p.m.

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