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
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Package details |
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| Author | Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], Jamie Lee [ctr] |
| Maintainer | Rebecca Killick <r.killick@lancs.ac.uk> |
| License | GPL |
| Version | 2.2.5 |
| URL | https://github.com/rkillick/changepoint/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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