changepoint: An R package for changepoint analysis
Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean, cpt.var, cpt.meanvar functions should be your first point of call.
||R (≥ 2.12), methods, stats|
||Rebecca Killick [aut, cre],
Idris Eckley [aut],
Paul Fearnhead [ctb]|
||Rebecca Killick <r.killick at lancs.ac.uk>|
||GPL-2 | GPL-3 [expanded from: GPL]|