ecp swMATH ID: 21075 Software Authors: James, Nicholas A.; Zhang, Wenyu; Matteson, David S. 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; not; mosum; breakfast; Segmentor3IsBack; FDRSeg; changepoint.np; changepoints; cpop; ruptures; HSMUCE; cumSeg; fpop; anomaly Cited in: 24 Documents Standard Articles 1 Publication describing the Software Year ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data arXiv Nicholas A. James, David S. Matteson 2013 all top 5 Cited by 58 Authors 3 Madrid-Padilla, Oscar-Hernan 3 Wang, Daren 3 Yu, Yi 2 Celisse, Alain 2 Fryzlewicz, Piotr 2 Rinaldo, Alessandro 1 Adams, Niall M. 1 Ali, Sajid 1 Arashi, Mohammad 1 Arlot, Sylvain 1 Avanesov, Valeriy 1 Baranowski, Rafal 1 Bartoszek, Krzysztof 1 Bekker, Andriëtte 1 Buzun, Nazar 1 Cappello, Lorenzo 1 Chen, Xiaohui 1 Chen, YiNing 1 Colegate, Stephen P. 1 Cribben, Ivor 1 Ferreira, Johannes T. 1 Fisher, Thomas J. 1 Ghosal, Subhashis 1 Griffin, Maryclare 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 Luo, Ying 1 Marot, Guillemette 1 Matteson, David S. 1 Meintanis, Simos George 1 Mihaylov, Gueorgui 1 Neill, Daniel B. 1 Nickisch, Hannes 1 Nyamundanda, Gift 1 Palacios, Julia A. 1 Pierre-Jean, M. 1 Plasse, Joshua 1 Rigaill, G. J. 1 Samworth, Richard J. 1 Shah, Ismail 1 Shi, Xiaoping 1 Siddiqa, Hajra 1 Vanni, Michael J. 1 Wang, Tengyao 1 Willett, Rebecca M. 1 Wilson, Andrew Gordon 1 Wu, Yuehua 1 Xiong, Xin 1 Yu, Mengjia 1 Zhang, Jing 1 Zhang, Wenyu all top 5 Cited in 17 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 The Annals of Applied Statistics 2 Journal of Computational and Graphical Statistics 2 Statistics and Computing 1 Journal of Statistical Planning and Inference 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 Statistica Sinica 1 Journal of Applied Statistics 1 Journal of the Korean Statistical Society 1 Journal of Statistical Theory and Practice 1 Mathematica Applicanda 1 Emerging Topics in Statistics and Biostatistics 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 6 Fields 24 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-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