Implements various procedures for finding multiple change-points through the use of U-statistics. The procedures do not make any distributional assumptions other than the existence of certain absolute moments. Hierarchical and exact search methods are included. All methods return the set of estimated change-points as well as other summary information.
| Version: | 2.0.0 |
| Depends: | R (≥ 3.00), Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | mvtnorm, MASS, combinat, R.rsp |
| Published: | 2015-05-21 |
| Author: | Nicholas A. James and David S. Matteson |
| Maintainer: | Nicholas A. James <nj89 at cornell.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | ecp citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | ecp results |
| Reference manual: | ecp.pdf |
| Vignettes: |
ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data |
| Package source: | ecp_2.0.0.tar.gz |
| Windows binaries: | r-devel: ecp_2.0.0.zip, r-release: ecp_2.0.0.zip, r-oldrel: ecp_2.0.0.zip |
| OS X Snow Leopard binaries: | r-release: ecp_1.6.2.tgz, r-oldrel: ecp_1.6.2.tgz |
| OS X Mavericks binaries: | r-release: ecp_2.0.0.tgz |
| Old sources: | ecp archive |