ecp: Nonparametric Multiple Change Point Analysis of Multivariate Data

This package performs hierarchical change point analysis through the use of U-statistics. Both agglomerative and divisive procedures return the set of change points estimates, and other summary information.

Version: 1.6.0
Depends: R (≥ 2.10), Rcpp
LinkingTo: Rcpp
Suggests: mvtnorm, MASS, combinat
Published: 2014-07-20
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
Package source: ecp_1.6.0.tar.gz
Windows binaries: r-devel: ecp_1.6.0.zip, r-release: ecp_1.6.0.zip, r-oldrel: ecp_1.6.0.zip
OS X Snow Leopard binaries: r-release: ecp_1.6.0.tgz, r-oldrel: ecp_1.6.0.tgz
OS X Mavericks binaries: r-release: ecp_1.6.0.tgz
Old sources: ecp archive