JRichards1995/Changepoint: Methods for Changepoint Detection

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.

Getting started

Package details

MaintainerRebecca Killick <[email protected]>
LicenseGPL
Version2.3.0
URL https://github.com/rkillick/changepoint/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("JRichards1995/Changepoint")
JRichards1995/Changepoint documentation built on Sept. 14, 2017, 6:52 a.m.