Implements various procedures for finding multiple change-points from Matteson D. et al (2013) <doi:10.1080/01621459.2013.849605>, Zhang W. et al (2017) <doi:10.1109/ICDMW.2017.44>, Arlot S. et al (2019). Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.
| Version: | 3.1.3 |
| Depends: | R (≥ 3.00), Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | mvtnorm, MASS, combinat, R.rsp |
| Published: | 2020-10-25 |
| Author: | Nicholas A. James, Wenyu Zhang and David S. Matteson |
| Maintainer: | Wenyu Zhang <wz258 at cornell.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | ecp citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | ecp results |
| Reference manual: | ecp.pdf |
| Vignettes: |
ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data |
| Package source: | ecp_3.1.3.tar.gz |
| Windows binaries: | r-devel: ecp_3.1.3.zip, r-release: ecp_3.1.3.zip, r-oldrel: ecp_3.1.3.zip |
| macOS binaries: | r-release (arm64): ecp_3.1.3.tgz, r-oldrel (arm64): ecp_3.1.3.tgz, r-release (x86_64): ecp_3.1.3.tgz, r-oldrel (x86_64): ecp_3.1.3.tgz |
| Old sources: | ecp archive |
| Reverse imports: | AneuFinder, CONFESS, envoutliers, ftsa, ggchangepoint, PCRedux |
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