Methods for Nonparametric Changepoint Detection

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> ).

Getting started

Package details

AuthorKaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre]
MaintainerDaniel Grose <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the package in your browser

Any scripts or data that you put into this service are public. documentation built on May 20, 2019, 5:01 p.m.