changepoint: An R Package for Changepoint Analysis
One of the key challenges in changepoint analysis is the ability to detect multiple changes within a given time series or sequence. The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method a...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2014-06-01
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Series: | Journal of Statistical Software |
Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2146 |