eNchange: Ensemble Methods for Multiple Change-Point Detection

Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) <arXiv:2003.03649>.

Package details

AuthorKarolos K. Korkas
MaintainerKarolos K. Korkas <kkorkas@yahoo.co.uk>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("eNchange")

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eNchange documentation built on March 26, 2020, 5:52 p.m.