swMATH ID: 20744
Software Authors: Kaylea Haynes
Description: R package changepoint.np: Methods for Nonparametric Changepoint Detection. Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. The cpt.np() function should be your first point of call. This package is an extension to the code{changepoint} package which uses parametric changepoint methods. For further information on the methods see the documentation for code{changepoint}.
Homepage: https://cran.r-project.org/web/packages/changepoint.np/index.html
Source Code:  https://github.com/cran/changepoint.np
Dependencies: R
Related Software: changepoint; R; FDRSeg; ecp; wbs; strucchange; stepR; breakfast; not; Segmentor3IsBack; CRAN; fpop; mosum; cpm; cumSeg; TSMCP; VARDetect; plot3D; RColorBrewer; Rcpp
Cited in: 3 Publications

Citations by Year