ecp: Nonparametric Multiple Change-Point Analysis of Multivariate Data

Implements hierarchical procedures to find multiple change-points through the use of U-statistics. The procedures do not make any distributional assumptions other than the existence of certain absolute moments. Both agglomerative and divisive procedures are included. These methods return the set of estimated change-points as well as other summary information.

Version: 1.6.2
Depends: R (≥ 2.10), Rcpp
LinkingTo: Rcpp
Suggests: mvtnorm, MASS, combinat, R.rsp
Published: 2015-01-04
Author: Nicholas A. James and David S. Matteson
Maintainer: Nicholas A. James <nj89 at cornell.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: ecp citation info
Materials: NEWS
CRAN checks: ecp results

Downloads:

Reference manual: ecp.pdf
Vignettes: ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data
Package source: ecp_1.6.2.tar.gz
Windows binaries: r-devel: ecp_1.6.2.zip, r-release: ecp_1.6.2.zip, r-oldrel: ecp_1.6.2.zip
OS X Snow Leopard binaries: r-release: ecp_1.6.2.tgz, r-oldrel: ecp_1.6.2.tgz
OS X Mavericks binaries: r-release: ecp_1.6.2.tgz
Old sources: ecp archive