• wbs

  • Referenced in 92 articles [sw11110]
  • Wild binary segmentation for multiple change-point detection. We propose a new technique, called wild ... consistent estimation of the number and locations of multiple change-points in data. We assume...
  • FDRSeg

  • Referenced in 19 articles [sw16730]
  • multiscale change-point segmentation. Fast multiple change-point segmentation methods, which additionally provide faithful statistical ... properly. Moreover, we show that FDRSeg estimates change-point locations, as well as the signal...
  • AR1seg

  • Referenced in 6 articles [sw20393]
  • implementation of the robust approach for estimating change-points in the mean...
  • factorcpt

  • Referenced in 10 articles [sw18260]
  • time series factor models with multiple change-points in their second-order structure. We operate ... piecewise stationarity, and estimate the number and locations of change-points consistently as well ... into the (relatively easier) problem of change-point detection in the means of high-dimensional ... show that factor analysis prior to change-point detection improves the detectability of change-points...
  • NHPP

  • Referenced in 6 articles [sw03163]
  • change-point and other parameters are often unknown and to be estimated from the observed ... case that the change-point is not necessarily the observation time point ... designed a nonparametric method for estimating the change-point...
  • changepointsHD

  • Referenced in 1 article [sw26719]
  • package changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models. This implements the methods ... Contains a series of methods for estimating change-points given user specified black-box models ... binary segmentation for multiple change-point estimation. For estimating each individual change-point the package ... allow for the efficient estimation of change-points in complicated models with high dimensional data...
  • stepR

  • Referenced in 10 articles [sw20772]
  • package stepR: Multiscale Change-Point Inference. Allows fitting of step-functions to univariate serial data ... regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the change-point locations...
  • ShapeChange

  • Referenced in 1 article [sw18167]
  • package ShapeChange. Change-Point Estimation using Shape-Restricted Splines. In a scatterplot where the response ... change-point, which is a mode, an inflection point or a jump point. The main ... routine estimates the mean curve and the change-point as well using shape-restricted...
  • ecp

  • Referenced in 19 articles [sw21075]
  • Implements various procedures for finding multiple change-points. Two methods make use of dynamic programming ... included. All methods return the set of estimated change- points as well as other summary...
  • wbsts

  • Referenced in 3 articles [sw19367]
  • Multiple change-point detection for non-stationary time series using wild binary segmentation. We propose ... consistent estimation of the number and locations of the change-points in the second-order ... periodogram, our main change-point detection statistic, which allows a rigorous estimation of the local...
  • IDetect

  • Referenced in 2 articles [sw28005]
  • consistent estimation of the number and location of multiple change-points in one-dimensional data...
  • trendsegmentR

  • Referenced in 1 article [sw29264]
  • Performs the detection of point anomalies and linear trend changes for univariate time series ... personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with...
  • npcp

  • Referenced in 9 articles [sw14395]
  • package npcp: Some Nonparametric Tests for Change-Point Detection in Possibly Multivariate Observations. Provides nonparametric ... changes in the underlying copula, Spearman’s rho or certain quantities that can be estimated...
  • cBrother

  • Referenced in 2 articles [sw35382]
  • Bayesian recombination detection. Bayesian multiple change-point models accurately detect recombination in molecular sequence data ... fixed tree assumption can influence estimates of recombination in a medically-relevant dataset...
  • gfpop

  • Referenced in 3 articles [sw32351]
  • maximum likelihood inference of constrained multiple change-point models. This algorithm can be used ... pinpoint the precise locations of abrupt changes in large data sequences. There are many application ... Often, practitioners have prior knowledge about the changes they are looking for. For example ... biologists sometimes expect peaks: up changes followed by down changes. Taking advantage of such prior...
  • Chapydette

  • Referenced in 0 articles [sw34592]
  • sequence of observations. The change-point analysis algorithm of Harchaoui, Bach, and Moulines (2009), which ... detects the presence of and estimates the location of a single change point based...
  • Matlab

  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...
  • S-PLUS

  • Referenced in 615 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • UCI-ml

  • Referenced in 3379 articles [sw04074]
  • UC Irvine Machine Learning Repository. We currently maintain...