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: 1.0.1
Depends: changepoint
Imports: methods, zoo, Rdpack
Published: 2019-05-20
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
CRAN checks: changepoint.np results

Downloads:

Reference manual: changepoint.np.pdf
Package source: changepoint.np_1.0.1.tar.gz
Windows binaries: r-devel: changepoint.np_1.0.1.zip, r-release: changepoint.np_1.0.1.zip, r-oldrel: changepoint.np_1.0.1.zip
OS X binaries: r-release: changepoint.np_1.0.1.tgz, r-oldrel: changepoint.np_1.0.1.tgz
Old sources: changepoint.np archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=changepoint.np to link to this page.