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 <[email protected]>
LicenseGPL
Version2.3
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("rkillick/changepoint")
rkillick/changepoint documentation built on Nov. 9, 2018, 7:42 p.m.