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.
| Version: |
2.2.2 |
| Depends: |
R (≥ 3.1), methods, stats, zoo (≥ 0.9-1) |
| Suggests: |
testthat |
| Published: |
2016-10-04 |
| Author: |
Rebecca Killick [aut, cre],
Kaylea Haynes [aut],
Idris Eckley [ths, aut],
Paul Fearnhead [ctb, ths],
Jamie Lee [ctr] |
| Maintainer: |
Rebecca Killick <r.killick at lancs.ac.uk> |
| BugReports: |
<changepoints@lancs.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL] |
| URL: |
https://github.com/rkillick/changepoint/ |
| NeedsCompilation: |
yes |
| Citation: |
changepoint citation info |
| Materials: |
NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
changepoint results |