changepoint

Methods for Changepoint Detection

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.

Tests Vignettes

Dependencies

Imports/Depends/LinkingTo/Enhances (2)
  • R
  • zoo >= 0.9-1
  • Suggests (1)
  • testthat
  • Version History