cpop: Detection of Multiple Changes in Slope in Univariate Time-Series
Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2018) <doi:10.1080/10618600.2018.1512868>. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.
Version: |
1.0.3 |
Depends: |
R (≥ 3.5.0), crops, pacman |
Imports: |
Rdpack, methods, Rcpp (≥ 0.12.13), ggplot2, mathjaxr, pracma |
LinkingTo: |
Rcpp |
Suggests: |
testthat, R.rsp |
Published: |
2022-08-23 |
Author: |
Daniel Grose [aut, cre],
Paul Fearnhead [aut] |
Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
cpop results |
Documentation:
Downloads:
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