Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. This package extends the changepoint package (see Killick, R and Eckley, I (2014) <doi:10.18637/jss.v058.i03> ).
| Version: | 1.0.2 |
| Depends: | changepoint |
| Imports: | methods, zoo, Rdpack |
| Published: | 2020-05-15 |
| Author: | Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre] |
| Maintainer: | Daniel Grose <changepoints at lancaster.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | changepoint.np results |
| Reference manual: | changepoint.np.pdf |
| Package source: | changepoint.np_1.0.2.tar.gz |
| Windows binaries: | r-devel: changepoint.np_1.0.2.zip, r-release: changepoint.np_1.0.2.zip, r-oldrel: changepoint.np_1.0.2.zip |
| macOS binaries: | r-release: changepoint.np_1.0.2.tgz, r-oldrel: changepoint.np_1.0.2.tgz |
| Old sources: | changepoint.np archive |
| Reverse depends: | changepoint.geo |
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