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ecp (version 1.5.2)

Multiple Change Point Analysis of Multivariate Data

Description

This package performs hierarchical change point analysis through the use of the energy statistic. Both agglomerative and divisive procedures return the set of change points found. As well as other helpful information.

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Version

Install

install.packages('ecp')

Monthly Downloads

3,756

Version

1.5.2

License

GPL (>= 2)

Maintainer

Nicholas James

Last Published

February 8th, 2013

Functions in ecp (1.5.2)

find.closest

FIND CLOSEST CLUSTERS
acgh

Bladder Tumor Micro-Array Data
process.data

PROCESS DATA
ecp-internal

Internal Energy Chage Point Functions
splitPointC

SPLIT POINT-C
sig.test

SIGNIFICANCE TEST
gof.update

GOODNESS OF FIT UPDATE
e.divisive

ENERGY DIVISIVE
e.split

ENERGY SPLIT
e.agglo

ENERGY AGGLOMERATIVE
splitPoint

SPLIT POINT
updateDistance

UPDATE DISTANCE
perm.cluster

PERMUTE CLUSTERS
stpp

Spatio-temporal Point Process
getWithin

GET WITHIN DISTANCE
getBetween

GET BETWEEN DISTANCE
DJIA

Dow Jones Industrial Average Index