twitter/BreakoutDetection: Breakout Detection via Robust E-Statistics
This package performs single and multiple change point analysis of univariate time series. The procedures are designed to be robust to the existence of anomalies within the time series.
Getting started
Browse package contents
Package details |
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| Author | Nicholas A. James and Arun Kejariwal and David S. Matteson |
| Maintainer | Nicholas A. James <nj89@cornell.edu> |
| License | GPL(>= 2) |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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