Package: ecp 3.1.6

ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data

Implements various procedures for finding multiple change-points from Matteson D. et al (2013) <doi:10.1080/01621459.2013.849605>, Zhang W. et al (2017) <doi:10.1109/ICDMW.2017.44>, Arlot S. et al (2019). Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.

Authors:Nicholas A. James [aut], Wenyu Zhang [aut, cre], David S. Matteson [aut]

ecp_3.1.6.tar.gz
ecp_3.1.6.zip(r-4.5)ecp_3.1.6.zip(r-4.4)ecp_3.1.6.zip(r-4.3)
ecp_3.1.6.tgz(r-4.5-x86_64)ecp_3.1.6.tgz(r-4.5-arm64)ecp_3.1.6.tgz(r-4.4-x86_64)ecp_3.1.6.tgz(r-4.4-arm64)ecp_3.1.6.tgz(r-4.3-x86_64)ecp_3.1.6.tgz(r-4.3-arm64)
ecp_3.1.6.tar.gz(r-4.5-noble)ecp_3.1.6.tar.gz(r-4.4-noble)
ecp_3.1.6.tgz(r-4.4-emscripten)ecp_3.1.6.tgz(r-4.3-emscripten)
ecp.pdf |ecp.html
ecp/json (API)
NEWS

# Install 'ecp' in R:
install.packages('ecp', repos = c('https://zwenyu.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • ACGH - Bladder Tumor Micro-Array Data
  • DJIA - Dow Jones Industrial Average Index

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

5.11 score 1 stars 18 packages 103 scripts 2.3k downloads 1 mentions 9 exports 1 dependencies

Last updated 7 months agofrom:9fdf70c0c7. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 27 2025
R-4.5-win-x86_64OKMar 27 2025
R-4.5-mac-x86_64OKMar 27 2025
R-4.5-mac-aarch64OKMar 27 2025
R-4.5-linux-x86_64OKMar 27 2025
R-4.4-win-x86_64OKMar 27 2025
R-4.4-mac-x86_64OKMar 27 2025
R-4.4-mac-aarch64OKMar 27 2025
R-4.4-linux-x86_64OKMar 27 2025
R-4.3-win-x86_64OKMar 27 2025
R-4.3-mac-x86_64OKMar 27 2025
R-4.3-mac-aarch64OKMar 27 2025

Exports:e.aggloe.cp3oe.cp3o_deltae.divisivegetBetweengetWithinkcpaks.cp3oks.cp3o_delta

Dependencies:Rcpp

ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data

Rendered fromecp.pdf.asisusingR.rsp::asison Mar 27 2025.

Last update: 2014-12-31
Started: 2014-12-31