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 \code{changepoint} package which uses parametric changepoint methods. For further information on the methods see the documentation for \code{changepoint}.

Documentation

Manual: changepoint.np.pdf
Vignette: None available.

Maintainer: Kaylea Haynes <k.haynes1 at lancaster.ac.uk>

Author(s): c(person("Kaylea", "Haynes", role = c("aut", "cre"), email = "k.haynes1 at lancaster.ac.uk"), person("Rebecca", "Killick", role="ctr"), person("Paul", "Fearnhead", role=c("ths", "ctr")), person("Idris", "Eckley", role=c("ths")))

Install package and any missing dependencies by running this line in your R console:

install.packages("changepoint.np")

Depends R(>= 3.2), changepoint
Imports methods, zoo
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Package changepoint.np
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Version 0.0.2
Published 2016-07-07
License GPL
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NeedsCompilation yes
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Package source changepoint.np_0.0.2.tar.gz