swMATH ID: 21075
Software Authors: Nicholas A. James, Wenyu Zhang, David S. Matteson
Description: R package ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data. Implements various procedures for finding multiple change-points. Two methods make use of dynamic programming and probabilistic 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.
Homepage: https://cran.r-project.org/web/packages/ecp/index.html
Source Code:  https://github.com/cran/ecp
Dependencies: R
Related Software: changepoint; R; wbs; cpm; strucchange; bcp; stepR; Segmentor3IsBack; mosum; FDRSeg; changepoint.np; breakfast; not; cumSeg; fpop; DNAcopy; Python; CRAN; ruptures; HSMUCE
Cited in: 17 Publications

Standard Articles

1 Publication describing the Software Year
ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data
Nicholas A. James, David S. Matteson

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