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

Available Snapshots

This version of changepoint can be found in the following snapshots:


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