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)).
- Version1.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release01/13/2016
Documentation
Team
Priyadarshana W.J.R.M. and Georgy Sofronov
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- Imports5 packages