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 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}.

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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")))
MaintainerKaylea Haynes <[email protected]>
Package repositoryView on CRAN
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