ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data
Version 3.0.0

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ecp")

Popular man pages

e.agglo: ENERGY AGGLOMERATIVE
e.divisive: ENERGY DIVISIVE
getBetween: GET BETWEEN DISTANCE
getWithin: GET WITHIN DISTANCE
process.data: PROCESS DATA
splitPoint: SPLIT POINT
splitPointC: SPLIT POINT-C
See all...

All man pages Function index File listing

Man pages

ACGH.RData: Bladder Tumor Micro-Array Data
DJIA.RData: Dow Jones Industrial Average Index
e.agglo: ENERGY AGGLOMERATIVE
e.cp3o: CHANGE POINTS ESTIMATION BY PROBABILISTICALLY PRUNED...
ecp-internal: Internal Energy Chage Point Functions
e.divisive: ENERGY DIVISIVE
e.split: ENERGY SPLIT
find.closest: FIND CLOSEST CLUSTERS
getBetween: GET BETWEEN DISTANCE
getWithin: GET WITHIN DISTANCE
gof.update: GOODNESS OF FIT UPDATE
ks.cp3o: CHANGE POINTS ESTIMATION BY PROBABILISTICALLY PRUNED...
perm.cluster: PERMUTE CLUSTERS
process.data: PROCESS DATA
sig.test: SIGNIFICANCE TEST
splitPoint: SPLIT POINT
splitPointC: SPLIT POINT-C
updateDistance: UPDATE DISTANCE

Functions

ACGH Man page
DJIA Man page
e.agglo Man page Source code
e.cp3o Man page Source code
e.divisive Man page Source code
e.split Man page Source code
eFastC Source code
find.closest Man page Source code
getBetween Man page Source code
getBounds Source code
getWithin Man page Source code
gof.update Man page Source code
ks.cp3o Man page Source code
ksFastC Source code
perm.cluster Man page Source code
process.data Man page Source code
setDim Source code
setVal Source code
sig.test Man page Source code
splitPoint Man page Source code
splitPointC Man page Source code
updateDistance Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/ecp.pdf.asis
inst/doc/ecp.pdf
src
src/Makevars
src/efast.cpp
src/energyChangePoint.cpp
src/Makevars.win
NAMESPACE
NEWS
data
data/DJIA.RData
data/ACGH.RData
R
R/e_agglomerative.R
R/cp3o.R
R/e_divisive.R
R/energyChangePoint.R
vignettes
vignettes/ecp.pdf.asis
MD5
build
build/vignette.rds
DESCRIPTION
man
man/e.split.Rd
man/e.divisive.Rd
man/process.data.Rd
man/sig.test.Rd
man/e.cp3o.Rd
man/splitPointC.Rd
man/ecp-internal.Rd
man/perm.cluster.Rd
man/ACGH.RData.Rd
man/updateDistance.Rd
man/getBetween.Rd
man/DJIA.RData.Rd
man/ks.cp3o.Rd
man/find.closest.Rd
man/gof.update.Rd
man/splitPoint.Rd
man/getWithin.Rd
man/e.agglo.Rd
ecp documentation built on May 19, 2017, 4:16 p.m.

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

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.