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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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Install

install.packages('ecp')

Monthly Downloads

2,824

Version

1.5.3

License

GPL (>= 2)

Maintainer

Last Published

May 21st, 2013

Functions in ecp (1.5.3)