Package: ChangePointTaylor 0.3

Michael Marks

ChangePointTaylor: Identify Changes in Mean

A basic implementation of the change in mean detection method outlined in: Taylor, Wayne A. (2000) <https://variation.com/wp-content/uploads/change-point-analyzer/change-point-analysis-a-powerful-new-tool-for-detecting-changes.pdf>. The package recursively uses the mean-squared error change point calculation to identify candidate change points. The candidate change points are then re-estimated and Taylor's backwards elimination process is then employed to come up with a final set of change points. Many of the underlying functions are written in C++ for improved performance.

Authors:Michael Marks [aut, cre]

ChangePointTaylor_0.3.tar.gz
ChangePointTaylor_0.3.tar.gz(r-4.5-noble)ChangePointTaylor_0.3.tar.gz(r-4.4-noble)
ChangePointTaylor_0.3.tgz(r-4.4-emscripten)ChangePointTaylor_0.3.tgz(r-4.3-emscripten)
ChangePointTaylor.pdf |ChangePointTaylor.html
ChangePointTaylor/json (API)
NEWS

# Install 'ChangePointTaylor' in R:
install.packages('ChangePointTaylor', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.70 score 7 scripts 280 downloads 1 exports 22 dependencies

Last updated 4 months agofrom:087a4d3cef. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 13 2024
R-4.5-linux-x86_64OKOct 13 2024

Exports:change_point_analyzer

Dependencies:clicpp11dplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6Rcpprlangstringistringrtibbletidyrtidyselectutf8vctrswithr

Introduction to ChangePointTaylor

Rendered fromChangePointTaylor-vignette.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2020-06-09
Started: 2020-06-09

Readme and manuals

Help Manual

Help pageTopics
Identify Changes in MeanChangePointTaylor-package
change_point_analyzerchange_point_analyzer
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