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...

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Bibliographic Details
Main Authors: Rebecca Killick, Idris A. Eckley
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2014-06-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2146