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eNchange (version 1.0)

Ensemble Methods for Multiple Change-Point Detection

Description

Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) .

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Version

Install

install.packages('eNchange')

Monthly Downloads

171

Version

1.0

License

GPL (>= 2)

Maintainer

Karolos Korkas

Last Published

March 20th, 2020

Functions in eNchange (1.0)

BinSeg

An S4 method to detect the change-points in an irregularly spaced time series using Binary Segmentation.
EnBinSeg

An S4 method to detect the change-points in an irregularly spaced time series using Ensemble Binary Segmentation.
pc_hawkessim-class

A method to simulate nonstationary Hawkes models.
simACD-class

An S4 class for a nonstationary ACD model.
simHawkes-class

An S4 class for a nonstationary ACD model.
pc_acdsim-class

A method to simulate nonstationary ACD models.
Z_trans

Transformation of an irregularly spaces time series.
eNchange-package

Ensemble Methods for Multiple Change-Point Detection
boot_thresh

A bootstrap method to calculate the threshold (stopping rule) in the BS or EBS segmentation.