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]

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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'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • ACGH - Bladder Tumor Micro-Array Data
  • DJIA - Dow Jones Industrial Average Index

On CRAN:

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

5.03 score 1 stars 17 packages 84 scripts 2.5k downloads 1 mentions 9 exports 1 dependencies

Last updated 2 months agofrom:9fdf70c0c7. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-win-x86_64OKOct 26 2024
R-4.5-linux-x86_64OKOct 26 2024
R-4.4-win-x86_64OKOct 26 2024
R-4.4-mac-x86_64OKOct 26 2024
R-4.4-mac-aarch64OKOct 26 2024
R-4.3-win-x86_64OKOct 26 2024
R-4.3-mac-x86_64OKOct 26 2024
R-4.3-mac-aarch64OKOct 26 2024

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 Oct 26 2024.

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