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

Package details

AuthorNicholas A. James and Arun Kejariwal and David S. Matteson
MaintainerNicholas A. James <[email protected]>
LicenseGPL(>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
twitter/BreakoutDetection documentation built on May 27, 2017, 5:50 p.m.