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

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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.

Author
Nicholas A. James, Wenyu Zhang and David S. Matteson
Date of publication
2016-09-27 08:41:46
Maintainer
Nicholas A. James <nj89@cornell.edu>
License
GPL (>= 2)
Version
3.0.0

View on CRAN

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

Files in this package

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