vrunge/fpopTree: Multiple change-point detection in tree structures

Parametric change-point detection in tree structures using penalized maximum likelihood by functional pruning optimal partitioning algorithm. Data is modeled by a quadratic cost with possible use of a robust loss, biweight and Huber (see edge parameters K and a). Other losses are also available with log-linear representation or a log-log representation.

install.packages("remotes")
remotes::install_github("vrunge/fpopTree")