Package: changepoint.np 1.0.5

Daniel Grose

changepoint.np: Methods for Nonparametric Changepoint Detection

Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. This package extends the changepoint package (see Killick, R and Eckley, I (2014) <doi:10.18637/jss.v058.i03> ).

Authors:Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre]

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1 exports 2 stars 2.89 score 5 dependencies 3 dependents 13 mentions 35 scripts 1.3k downloads

Last updated 2 years agofrom:f29cea60ca. Checks:OK: 2. Indexed: yes.

Exports:cpt.np

Dependencies:changepointlatticerbibutilsRdpackzoo