ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data

Implements various procedures for finding 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. Hierarchical and exact search methods are included. All methods return the set of estimated change-points as well as other summary information.

Version: 2.0.0
Depends: R (≥ 3.00), Rcpp
LinkingTo: Rcpp
Suggests: mvtnorm, MASS, combinat, R.rsp
Published: 2015-05-21
Author: Nicholas A. James and David S. Matteson
Maintainer: Nicholas A. James <nj89 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: ecp citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: ecp results


Reference manual: ecp.pdf
Vignettes: ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data
Package source: ecp_2.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: ecp_2.0.0.tgz, r-oldrel: ecp_2.0.0.tgz
Old sources: ecp archive