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Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. This package extends the changepoint package (see Killick, R and Eckley, I (2014) <doi:10.18637/jss.v058.i03> ).
Package details |
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Author | Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre] |
Maintainer | Daniel Grose <changepoints@lancaster.ac.uk> |
License | GPL |
Version | 1.0.5 |
Package repository | View on CRAN |
Installation |
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