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changepoint (version 2.2.4)

Methods for Changepoint Detection

Description

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

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Install

install.packages('changepoint')

Monthly Downloads

5,944

Version

2.2.4

License

GPL

Issues

12

Pull Requests

0

Stars

123

Forks

32

Maintainer

Rebecca Killick

Last Published

November 3rd, 2022

Functions in changepoint (2.2.4)