ecp (1.6.2)

Nonparametric Multiple Change-Point Analysis of Multivariate Data.

http://cran.r-project.org/web/packages/ecp

Implements hierarchical procedures to find multiple change-points through the use of U-statistics. The procedures do not make any distributional assumptions other than the existence of certain absolute moments. Both agglomerative and divisive procedures are included. These methods return the set of estimated change-points as well as other summary information.

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

License: GPL (>= 2)

Uses: Rcpp, R.rsp, combinat, mvtnorm, MASS

Released about 5 years ago.