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: 1.0.2
Depends: changepoint
Imports: methods, zoo, Rdpack
Published: 2020-05-15
Author: Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre]
Maintainer: Daniel Grose <changepoints at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: results


Reference manual:
Package source: changepoint.np_1.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: changepoint.np_1.0.2.tgz, r-oldrel: changepoint.np_1.0.2.tgz
Old sources: archive

Reverse dependencies:

Reverse depends: changepoint.geo


Please use the canonical form to link to this page.