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.
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References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
- Bodenham, Dean A.; Adams, Niall M.: Continuous monitoring for changepoints in data streams using adaptive estimation (2017)
- Shi, Xiaoping; Wang, Xiang-Sheng; Wei, Dongwei; Wu, Yuehua: A sequential multiple change-point detection procedure via VIF regression (2016)
- Cleynen, Alice; Dudoit, Sandrine; Robin, Stéphane: Comparing segmentation methods for genome annotation based on RNA-seq data (2014)
- Quentin Grimonprez, Alain Celisse, Meyling Cheok, Martin Figeac, Guillemette Marot: MPAgenomics : An R package for multi-patients analysis of genomic markers (2014) arXiv
- Killick, R.; Eckley, I.A.; Jonathan, P.: A wavelet-based approach for detecting changes in second order structure within nonstationary time series (2013)
- Nicholas A. James, David S. Matteson: ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data (2013) arXiv
- Killick, R.; Fearnhead, P.; Eckley, I.A.: Optimal detection of changepoints with a linear computational cost (2012)