eNchange (version 1.1)

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 (2022) .

Copy Link

Version

Install

install.packages('eNchange')

Monthly Downloads

132

Version

1.1

License

GPL (>= 2)

Maintainer

Karolos Korkas

Last Published

June 24th, 2025

Functions in eNchange (1.1)

pc_acdsim-class

A method to simulate nonstationary ACD models.

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.

BinSeg

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

simACD-class

An S4 class for a nonstationary ACD model.

simHawkes-class

An S4 class for a nonstationary ACD model.

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.

Z_trans

Transformation of an irregularly spaces time series.