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ecp (version 1.6.0)

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

1.6.0

License

GPL (>= 2)

Maintainer

Last Published

July 20th, 2014

Functions in ecp (1.6.0)