Methods for Nonparametric Changepoint Detection.

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
Reverse depends: changepoint.geo

Released about 1 year ago.