Non-Parametric Multiple Change-Point Analysis of Multivariate Data
Overview
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.
Changes made since previous version
- Removed examples with memory warnings.
From NEWS in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 21 (12 internal)
- Examples that run
- 90%9 run in a plain check · 1 never run
- Exported functions with examples
- 89%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 90%
Downloads
Dependencies
Installing ecp adds 1 package (1 with compiled code, 1.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
Previously maintained by Nicholas A. James (1.5.1 to 3.0.0).
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Package metadata
- First published
- 2013-02-04
- Total releases
- 16 / 13 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.00
- Bundled data
- 959 KB / 2 files
- Download size
- 1.6 MB
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