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> ).

Version:	1.0.3
Depends:	changepoint
Imports:	methods, zoo, Rdpack
Published:	2021-01-20
Author:	Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre]
Maintainer:	Daniel Grose <changepoints at lancaster.ac.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	yes
In views:	TimeSeries
CRAN checks:	changepoint.np results

Documentation:

Reference manual:

changepoint.np.pdf

Downloads:

Package source:	changepoint.np_1.0.3.tar.gz
Windows binaries:	r-devel: changepoint.np_1.0.3.zip, r-release: changepoint.np_1.0.3.zip, r-oldrel: changepoint.np_1.0.3.zip
macOS binaries:	r-release (arm64): changepoint.np_1.0.3.tgz, r-oldrel (arm64): changepoint.np_1.0.3.tgz, r-release (x86_64): changepoint.np_1.0.3.tgz, r-oldrel (x86_64): changepoint.np_1.0.3.tgz
Old sources:	changepoint.np archive

Reverse dependencies:

Reverse depends:	changepoint.geo
Reverse imports:	ggchangepoint

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