ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data
There are many different ways in which change point analysis can be performed, from purely parametric methods to those that are distribution free. The ecp package is designed to perform multiple change point analysis while making as few assumptions as possible. While many other change point methods...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2015-01-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2212 |