changepoint.np
R package changepoint.np: Methods for Nonparametric Changepoint Detection. Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. The cpt.np() function should be your first point of call. This package is an extension to the code{changepoint} package which uses parametric changepoint methods. For further information on the methods see the documentation for code{changepoint}.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
Sorted by year (- Alexander Meier, Claudia Kirch, Haeran Cho: mosum: A Package for Moving Sums in Change-Point Analysis (2021) not zbMATH
- Peiliang Bai, Yue Bai, Abolfazl Safikhani, George Michailidis: Multiple Change Point Detection in Structured VAR Models: the VARDetect R Package (2021) arXiv
- Grundy, Thomas; Killick, Rebecca; Mihaylov, Gueorgui: High-dimensional changepoint detection via a geometrically inspired mapping (2020)
- Andreas Anastasiou, Piotr Fryzlewicz: Detecting multiple generalized change-points by isolating single ones (2019) arXiv
- Baranowski, Rafal; Chen, Yining; Fryzlewicz, Piotr: Narrowest-over-threshold detection of multiple change points and change-point-like features (2019)
- Haynes, Kaylea; Fearnhead, Paul; Eckley, Idris A.: A computationally efficient nonparametric approach for changepoint detection (2017)