ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data

Implements various procedures for finding multiple change-points. Two methods make use of dynamic programming and probabilistic pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.

AuthorNicholas A. James, Wenyu Zhang and David S. Matteson
Date of publication2016-09-27 08:41:46
MaintainerNicholas A. James <nj89@cornell.edu>
LicenseGPL (>= 2)
Version3.0.0

View on CRAN

Files

ecp
ecp/inst
ecp/inst/CITATION
ecp/inst/doc
ecp/inst/doc/ecp.pdf.asis
ecp/inst/doc/ecp.pdf
ecp/src
ecp/src/Makevars
ecp/src/efast.cpp
ecp/src/energyChangePoint.cpp
ecp/src/Makevars.win
ecp/NAMESPACE
ecp/NEWS
ecp/data
ecp/data/DJIA.RData
ecp/data/ACGH.RData
ecp/R
ecp/R/e_agglomerative.R ecp/R/cp3o.R ecp/R/e_divisive.R ecp/R/energyChangePoint.R
ecp/vignettes
ecp/vignettes/ecp.pdf.asis
ecp/MD5
ecp/build
ecp/build/vignette.rds
ecp/DESCRIPTION
ecp/man
ecp/man/e.split.Rd ecp/man/e.divisive.Rd ecp/man/process.data.Rd ecp/man/sig.test.Rd ecp/man/e.cp3o.Rd ecp/man/splitPointC.Rd ecp/man/ecp-internal.Rd ecp/man/perm.cluster.Rd ecp/man/ACGH.RData.Rd ecp/man/updateDistance.Rd ecp/man/getBetween.Rd ecp/man/DJIA.RData.Rd ecp/man/ks.cp3o.Rd ecp/man/find.closest.Rd ecp/man/gof.update.Rd ecp/man/splitPoint.Rd ecp/man/getWithin.Rd ecp/man/e.agglo.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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