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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
Version
1.0
Install
install.packages('eNchange')
Monthly Downloads
132
Version
1.0
License
GPL (>= 2)
Maintainer
Karolos Korkas
Last Published
March 20th, 2020
Functions in eNchange (1.0)
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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.