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cpop  

Detection of Multiple Changes in Slope in Univariate Time-Series
View on CRAN: Click here


Download and install cpop package within the R console
Install from CRAN:
install.packages("cpop")

Install from Github:
library("remotes")
install_github("cran/cpop")

Install by package version:
library("remotes")
install_version("cpop", "1.0.6")



Attach the package and use:
library("cpop")
Maintained by
Daniel Grose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-11
Latest Update: 2022-11-21
Description:
Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2019) . This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.
How to cite:
Daniel Grose (2022). cpop: Detection of Multiple Changes in Slope in Univariate Time-Series. R package version 1.0.6, https://cran.r-project.org/web/packages/cpop
Previous versions and publish date:
1.0.0 (2022-03-11 11:10), 1.0.3 (2022-08-23 15:10), 1.0.4 (2022-11-11 16:30), 1.0.6 (2022-11-21 15:40)
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