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ecp (version 1.5.3)

Nonparametric Multiple Change Point Analysis of Multivariate Data

Description

This package performs hierarchical change point analysis through the use of U-statistics. Both agglomerative and divisive procedures return the set of change points estimates, and other summary information.

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Version

Install

install.packages('ecp')

Monthly Downloads

3,756

Version

1.5.3

License

GPL (>= 2)

Maintainer

Nicholas James

Last Published

May 21st, 2013

Functions in ecp (1.5.3)

getBetween

GET BETWEEN DISTANCE
splitPoint

SPLIT POINT
perm.cluster

PERMUTE CLUSTERS
DJIA

Dow Jones Industrial Average Index
getWithin

GET WITHIN DISTANCE
ACGH

Bladder Tumor Micro-Array Data
e.divisive

ENERGY DIVISIVE
e.split

ENERGY SPLIT
STPP

Spatio-temporal Point Process
find.closest

FIND CLOSEST CLUSTERS
updateDistance

UPDATE DISTANCE
gof.update

GOODNESS OF FIT UPDATE
splitPointC

SPLIT POINT-C
e.agglo

ENERGY AGGLOMERATIVE
sig.test

SIGNIFICANCE TEST
process.data

PROCESS DATA
ecp-internal

Internal Energy Chage Point Functions