
wbs
 Referenced in 92 articles
[sw11110]
 Wild binary segmentation for multiple changepoint detection. We propose a new technique, called wild ... consistent estimation of the number and locations of multiple changepoints in data. We assume...

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

AR1seg
 Referenced in 6 articles
[sw20393]
 implementation of the robust approach for estimating changepoints in the mean...

factorcpt
 Referenced in 10 articles
[sw18260]
 time series factor models with multiple changepoints in their secondorder structure. We operate ... piecewise stationarity, and estimate the number and locations of changepoints consistently as well ... into the (relatively easier) problem of changepoint detection in the means of highdimensional ... show that factor analysis prior to changepoint detection improves the detectability of changepoints...

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

changepointsHD
 Referenced in 1 article
[sw26719]
 package changepointsHD: ChangePoint Estimation for Expensive and HighDimensional Models. This implements the methods ... Contains a series of methods for estimating changepoints given user specified blackbox models ... binary segmentation for multiple changepoint estimation. For estimating each individual changepoint the package ... allow for the efficient estimation of changepoints in complicated models with high dimensional data...

stepR
 Referenced in 10 articles
[sw20772]
 package stepR: Multiscale ChangePoint Inference. Allows fitting of stepfunctions to univariate serial data ... regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the changepoint locations...

ShapeChange
 Referenced in 1 article
[sw18167]
 package ShapeChange. ChangePoint Estimation using ShapeRestricted Splines. In a scatterplot where the response ... changepoint, which is a mode, an inflection point or a jump point. The main ... routine estimates the mean curve and the changepoint as well using shaperestricted...

ecp
 Referenced in 19 articles
[sw21075]
 Implements various procedures for finding multiple changepoints. 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 changepoint detection for nonstationary time series using wild binary segmentation. We propose ... consistent estimation of the number and locations of the changepoints in the secondorder ... periodogram, our main changepoint 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 changepoints in onedimensional 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 changepoints are returned with...

npcp
 Referenced in 9 articles
[sw14395]
 package npcp: Some Nonparametric Tests for ChangePoint 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 changepoint models accurately detect recombination in molecular sequence data ... fixed tree assumption can influence estimates of recombination in a medicallyrelevant dataset...

gfpop
 Referenced in 3 articles
[sw32351]
 maximum likelihood inference of constrained multiple changepoint 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 changepoint 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 highlevel language and interactive...

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

SPLUS
 Referenced in 615 articles
[sw02892]
 SPLUS is a powerful environment for statistical...

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