changepoint

R package changepoint: Analysis of Changepoint Models. 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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 13 articles , 1 standard article )

Showing results 1 to 13 of 13.
Sorted by year (citations)

  1. Charles Truong, Laurent Oudre, Nicolas Vayatis: ruptures: change point detection in Python (2018) arXiv
  2. Hernández, Belinda; Raftery, Adrian E.; Pennington, Stephen R.; Parnell, Andrew C.: Bayesian additive regression trees using Bayesian model averaging (2018)
  3. Hyun, Sangwon; G’sell, Max; Tibshirani, Ryan J.: Exact post-selection inference for the generalized lasso path (2018)
  4. Bodenham, Dean A.; Adams, Niall M.: Continuous monitoring for changepoints in data streams using adaptive estimation (2017)
  5. Chatterjee, Subhashis; Shukla, Ankur: An ideal software release policy for an improved software reliability growth model incorporating imperfect debugging with fault removal efficiency and change point (2017)
  6. Shi, Xiaoping; Wang, Xiang-Sheng; Wei, Dongwei; Wu, Yuehua: A sequential multiple change-point detection procedure via VIF regression (2016)
  7. Gordon Ross: Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)
  8. Cleynen, Alice; Dudoit, Sandrine; Robin, Stéphane: Comparing segmentation methods for genome annotation based on RNA-seq data (2014)
  9. Quentin Grimonprez, Alain Celisse, Meyling Cheok, Martin Figeac, Guillemette Marot: MPAgenomics : An R package for multi-patients analysis of genomic markers (2014) arXiv
  10. Rebecca Killick; Idris Eckley: changepoint: An R Package for Changepoint Analysis (2014)
  11. Killick, R.; Eckley, I. A.; Jonathan, P.: A wavelet-based approach for detecting changes in second order structure within nonstationary time series (2013)
  12. Nicholas A. James, David S. Matteson: ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data (2013) arXiv
  13. Killick, R.; Fearnhead, P.; Eckley, I. A.: Optimal detection of changepoints with a linear computational cost (2012)