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 4 articles )
Showing results 1 to 4 of 4.
- 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)
- Killick, R.; Eckley, I.A.; Jonathan, P.: A wavelet-based approach for detecting changes in second order structure within nonstationary time series (2013)
- Killick, R.; Fearnhead, P.; Eckley, I.A.: Optimal detection of changepoints with a linear computational cost (2012)