changepoint.np (1.0.1)

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Methods for Nonparametric Changepoint Detection.

http://cran.r-project.org/web/packages/changepoint.np

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) ).

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

License: GPL

Uses: changepoint, Rdpack, zoo

Released 7 months ago.


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