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. The cpt.np() function should be your first point of call. This package is an extension to the \code{changepoint} package which uses parametric changepoint methods. For further information on the methods see the documentation for \code{changepoint}.

Version: 0.0.2
Depends: R (≥ 3.2), changepoint
Imports: methods, zoo
Published: 2016-07-07
Author: c(person("Kaylea", "Haynes", role = c("aut", "cre"), email = "k.haynes1@lancaster.ac.uk"), person("Rebecca", "Killick", role="ctr"), person("Paul", "Fearnhead", role=c("ths", "ctr")), person("Idris", "Eckley", role=c("ths")))
Maintainer: Kaylea Haynes <k.haynes1 at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: changepoint.np results

Downloads:

Reference manual: changepoint.np.pdf
Package source: changepoint.np_0.0.2.tar.gz
Windows binaries: r-devel: changepoint.np_0.0.2.zip, r-release: changepoint.np_0.0.2.zip, r-oldrel: changepoint.np_0.0.2.zip
OS X El Capitan binaries: r-release: changepoint.np_0.0.2.tgz
OS X Mavericks binaries: r-oldrel: changepoint.np_0.0.2.tgz

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