ecp (3.1.1)

Non-Parametric Multiple Change-Point Analysis of Multivariate Data.

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

Implements various procedures for finding multiple change-points. Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.

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

License: GPL (>= 2)

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

Released about 1 month ago.