changepoint: Methods for Changepoint Detection
Version 2.2.2

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Package details

AuthorRebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Date of publication2016-10-04 17:08:03
MaintainerRebecca Killick <r.killick@lancs.ac.uk>
LicenseGPL
Version2.2.2
URL https://github.com/rkillick/changepoint/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepoint")

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changepoint documentation built on May 29, 2017, 3:19 p.m.