rkillick/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 <r.killick@lancs.ac.uk>
LicenseGPL
Version2.3.1
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("remotes")
remotes::install_github("rkillick/changepoint")
rkillick/changepoint documentation built on July 21, 2019, 5:18 a.m.