Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.
Package details |
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Maintainer | Rebecca Killick <r.killick@lancs.ac.uk> |
License | GPL |
Version | 2.3.0 |
URL | https://github.com/rkillick/changepoint/ |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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