All Tools Bookmark

Share

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

Facebook Share Twitter Share

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