changepoint (2.2.2)

0 users

Methods for Changepoint Detection.

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.

Maintainer: Rebecca Killick
Author(s): Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]

License: GPL

Uses: testthat
Reverse depends:, GENEAclassify, GeoLight
Reverse suggests: cycleRtools, ecolottery, ggfortify, jointseg

Released over 1 year ago.

22 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of changepoint yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza(20 best matches, based on common tags.)

Search for changepoint on google, google scholar, r-help, r-devel.

Visit changepoint on R Graphical Manual.