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}.

Getting started

Package details

Authorc(person("Kaylea", "Haynes", role = c("aut", "cre"), email = "[email protected]"), 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 <[email protected]>
LicenseGPL
Version0.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepoint.np")

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changepoint.np documentation built on May 29, 2017, 4:20 p.m.