ecp 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 2013 all top 5 Cited by 45 Authors 2 Celisse, Alain 2 Fryzlewicz, Piotr 1 Adams, Niall M. 1 Ali, Sajid 1 Arlot, Sylvain 1 Avanesov, Valeriy 1 Baranowski, Rafal 1 Buzun, Nazar 1 Chen, Xiaohui 1 Chen, YiNing 1 Colegate, Stephen P. 1 Fisher, Thomas J. 1 Ghosal, Subhashis 1 Grundy, Thomas 1 Harchaoui, Zaid 1 Hayes, Kevin 1 Hegarty, Avril 1 Herlands, William 1 Hlávka, Zdeněk 1 Hušková, Marie 1 Killick, Rebecca 1 Li, Xiuqi 1 Madrid-Padilla, Oscar-Hernan 1 Marot, Guillemette 1 Meintanis, Simos G. 1 Mihaylov, Gueorgui 1 Neill, Daniel B. 1 Nickisch, Hannes 1 Nyamundanda, Gift 1 Pierre-Jean, M. 1 Plasse, Joshua 1 Rigaill, G. J. 1 Rinaldo, Alessandro 1 Samworth, Richard J. 1 Shah, Ismail 1 Shi, Xiaoping 1 Siddiqa, Hajra 1 Vanni, Michael J. 1 Wang, Daren 1 Wang, Tengyao 1 Wilson, Andrew Gordon 1 Wu, Yuehua 1 Yu, Mengjia 1 Yu, Yi 1 Zhang, Jing all top 5 Cited in 12 Serials 3 Electronic Journal of Statistics 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of Machine Learning Research (JMLR) 2 Statistics and Computing 1 Journal of Statistical Planning and Inference 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 Journal of Applied Statistics 1 Journal of the Korean Statistical Society 1 Journal of Statistical Theory and Practice 1 The Annals of Applied Statistics Cited in 5 Fields 17 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Citations by Year