benpickering/smop: Subset Multivariate Optimal Partitioning

Implements the Subset Multivariate Optimal Partitioning (SMOP) algorithm, a procedure for finding multiple changepoints within multivariate data as well as the variables in which the changes occur. Both exact and approximate methods are included.

Getting started

Package details

AuthorBenjamin Pickering <>
MaintainerBenjamin Pickering <>
LicenseGPL (>=2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
benpickering/smop documentation built on Sept. 4, 2020, 1:45 a.m.