Learn R Programming

⚠️There's a newer version (3.1.6) of this package.Take me there.

ecp (version 1.5.4)

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.

Copy Link

Version

Install

install.packages('ecp')

Monthly Downloads

3,756

Version

1.5.4

License

GPL (>= 2)

Maintainer

Nicholas James

Last Published

June 8th, 2013

Functions in ecp (1.5.4)

find.closest

FIND CLOSEST CLUSTERS
process.data

PROCESS DATA
getWithin

GET WITHIN DISTANCE
DJIA

Dow Jones Industrial Average Index
getBetween

GET BETWEEN DISTANCE
perm.cluster

PERMUTE CLUSTERS
splitPointC

SPLIT POINT-C
e.split

ENERGY SPLIT
gof.update

GOODNESS OF FIT UPDATE
ecp-internal

Internal Energy Chage Point Functions
sig.test

SIGNIFICANCE TEST
updateDistance

UPDATE DISTANCE
e.agglo

ENERGY AGGLOMERATIVE
e.divisive

ENERGY DIVISIVE
ACGH

Bladder Tumor Micro-Array Data
splitPoint

SPLIT POINT