ecp (1.5.2)

Multiple Change Point Analysis of Multivariate Data.

This package performs hierarchical change point analysis through the use of the energy statistic. Both agglomerative and divisive procedures return the set of change points found. As well as other helpful information.

Maintainer: Nicholas A. James
Author(s): Nicholas A. James and David S. Matteson

License: GPL (>= 2)

Uses: Rcpp

Released about 7 years ago.