diego-urgell/BinSeg: Efficient Binary Segmentation for several distributions

Implements the regular Binary Segmentation Algorithm in a very efficient way. It supports distribution specific cost functions for several different distributions and types of changes. The changepoint analysis is implemented in C++, by using an Object Oriented approach such that the package is seamlessly extensible in terms of cost functions and Binary Segmentation based algorithms. - Use BinSegInfo to know the available algorithms, and BinSegModel to compute a changepoint analysis with the specified data, algorithm, and distribution. Then, use the BinSeg class methods to interact with and visualize the models.

install.packages("remotes")
remotes::install_github("diego-urgell/BinSeg")