ecp: Nonparametric Multiple Change Point Analysis of Multivariate
Data
This package performs hierarchical change point analysis
through the use of U-statistics. Both agglomerative
and divisive procedures return the set of change points estimates,
and other summary information.
| Version: |
1.6.0 |
| Depends: |
R (≥ 2.10), Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
mvtnorm, MASS, combinat |
| Published: |
2014-07-20 |
| 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 |
| CRAN checks: |
ecp results |
Downloads: