Detection changepoints using the Functional Pruning Optimal Partitioning method (FPOP) in a p-variable time series of length n. The package implements the following types of FPOP-pruning: type=1: ("intersection" of sets), approximation - "rectangle"; type=2:("intersection" of sets)"minus"("union" of sets), approximation - "rectangle"; type=3: (last disk)"minus"("union" of sets), approximation - "disk".
Package details |
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Author | Liudmila Pishchagina |
Maintainer | Liudmila Pishchagina <ludmilashabarshova1991@gmail.com> |
License | GPL (>= 2) |
Version | 1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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