ecp (1.5.4)

Nonparametric Multiple Change Point Analysis of Multivariate Data.

This package performs hierarchical change point analysis through the use of U-statistics. Both agglomerative and divisive procedures return the set of change points estimates, and other summary information.

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

License: GPL (>= 2)

Uses: Rcpp, combinat, mvtnorm, MASS

Released over 6 years ago.