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changepoint (version 2.2.2)

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.packages('changepoint')

Monthly Downloads

8,819

Version

2.2.2

License

GPL

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Last Published

October 4th, 2016

Functions in changepoint (2.2.2)