All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=breakpoint

Facebook Share Twitter Share

breakpoint: An R Package for Multiple Break-Point Detection via the Cross-Entropy Method

Implements the Cross-Entropy (CE) method, which is a model based stochastic optimization technique to estimate both the number and their corresponding locations of break-points in continuous and discrete measurements (Priyadarshana and Sofronov (2015), Priyadarshana and Sofronov (2012a), Priyadarshana and Sofronov (2012b)).

breakpoint.pdf