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.

Getting started

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("ecp")

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ecp documentation built on May 29, 2017, 6:17 p.m.