Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. This package extends the changepoint package (see Killick, R and Eckley, I (2014) <doi:10.18637/jss.v058.i03> ).
Version: | 1.0.5 |
Depends: | changepoint |
Imports: | methods, zoo, Rdpack |
Published: | 2022-10-20 |
DOI: | 10.32614/CRAN.package.changepoint.np |
Author: | Kaylea Haynes [aut], Rebecca Killick [aut], Paul Fearnhead [ths, ctb], Idris Eckley [ths], Daniel Grose [ctb, cre] |
Maintainer: | Daniel Grose <changepoints at lancaster.ac.uk> |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: | yes |
In views: | TimeSeries |
CRAN checks: | changepoint.np results |
Reference manual: | changepoint.np.pdf |
Package source: | changepoint.np_1.0.5.tar.gz |
Windows binaries: | r-devel: changepoint.np_1.0.5.zip, r-release: changepoint.np_1.0.5.zip, r-oldrel: changepoint.np_1.0.5.zip |
macOS binaries: | r-release (arm64): changepoint.np_1.0.5.tgz, r-oldrel (arm64): changepoint.np_1.0.5.tgz, r-release (x86_64): changepoint.np_1.0.5.tgz, r-oldrel (x86_64): changepoint.np_1.0.5.tgz |
Old sources: | changepoint.np archive |
Reverse depends: | changepoint.geo |
Reverse imports: | ggchangepoint, katdetectr |
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