changepoint.np: Methods for Nonparametric Changepoint Detection

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}.

Author
c(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 publication
2016-07-07 17:37:39
Maintainer
Kaylea Haynes <k.haynes1@lancaster.ac.uk>
License
GPL
Version
0.0.2

View on CRAN

Man pages

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

Files in this package

changepoint.np
changepoint.np/src
changepoint.np/src/NPPELT.c
changepoint.np/src/costfunctions.c
changepoint.np/NAMESPACE
changepoint.np/NEWS
changepoint.np/data
changepoint.np/data/HeartRate.RData
changepoint.np/R
changepoint.np/R/data_input.R
changepoint.np/R/PELT.R
changepoint.np/R/multiple_nonparametric.R
changepoint.np/R/cpt.R
changepoint.np/R/NPPELT.R
changepoint.np/R/range_of_penalties.R
changepoint.np/R/CROPS.R
changepoint.np/R/cpt.class.R
changepoint.np/R/class_input.R
changepoint.np/R/HeartRate.R
changepoint.np/R/zzz.R
changepoint.np/R/penalty_decision.R
changepoint.np/README.md
changepoint.np/MD5
changepoint.np/DESCRIPTION
changepoint.np/man
changepoint.np/man/HeartRate.Rd
changepoint.np/man/cpt.np.Rd