ecp
Non-Parametric Multiple Change-Point Analysis of Multivariate Data
Implements various procedures for finding multiple change-points from Matteson D. et al (2013) doi:10.1080/01621459.2013.849605, Zhang W. et al (2017) doi:10.1109/ICDMW.2017.44, Arlot S. et al (2019). Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change-points as well as other summary information.
- Version3.1.6
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- ecp citation info
- Last release08/26/2024
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Team
Wenyu Zhang
David S. Matteson
Show author detailsRolesAuthorNicholas A. James
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