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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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Version

Install

install.packages('ecp')

Monthly Downloads

3,756

Version

1.6.0

License

GPL (>= 2)

Maintainer

Nicholas James

Last Published

July 20th, 2014

Functions in ecp (1.6.0)

sig.test

SIGNIFICANCE TEST
updateDistance

UPDATE DISTANCE
getWithin

GET WITHIN DISTANCE
e.agglo

ENERGY AGGLOMERATIVE
getBetween

GET BETWEEN DISTANCE
find.closest

FIND CLOSEST CLUSTERS
ACGH

Bladder Tumor Micro-Array Data
e.divisive

ENERGY DIVISIVE
gof.update

GOODNESS OF FIT UPDATE
e.split

ENERGY SPLIT
process.data

PROCESS DATA
splitPointC

SPLIT POINT-C
splitPoint

SPLIT POINT
DJIA

Dow Jones Industrial Average Index
ecp-internal

Internal Energy Chage Point Functions
perm.cluster

PERMUTE CLUSTERS