changepoint: An R package for changepoint analysis

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean, cpt.var, cpt.meanvar functions should be your first point of call.

Version: 0.7
Depends: R (≥ 2.11), methods, graphics, base
Published: 2012-05-22
Author: Rebecca Killick, Idris A. Eckley
Maintainer: Rebecca Killick <r.killick at lancs.ac.uk>
License: GPL
CRAN checks: changepoint results

Downloads:

Package source: changepoint_0.7.tar.gz
MacOS X binary: changepoint_0.7.tgz
Windows binary: changepoint_0.7.zip
Reference manual: changepoint.pdf
News/ChangeLog:NEWS
Old sources: changepoint archive