changepoint.np: Methods for Nonparametric Changepoint Detection (original) (raw)
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> ).
| Version: | 1.0.5 |
|---|---|
| Depends: | changepoint |
| Imports: | methods, zoo, Rdpack |
| Published: | 2022-10-20 |
| DOI: | 10.32614/CRAN.package.changepoint.np |
| Author: | Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre] |
| Maintainer: | Daniel Grose |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | changepoint.np results |
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