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decp  

Complete Change Point Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("decp", "0.1.2")



Attach the package and use:
library("decp")
Maintained by
Vasileios Pavlopoulos
[Scholar Profile | Author Map]
First Published: 2024-07-09
Latest Update: 2024-07-09
Description:
Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.
How to cite:
Vasileios Pavlopoulos (2024). decp: Complete Change Point Analysis. R package version 0.1.2, https://cran.r-project.org/web/packages/decp. Accessed 29 Apr. 2025.
Previous versions and publish date:
0.1.0 (2024-07-09 18:10), 0.1.1 (2024-08-20 00:30)
Other packages that cited decp R package
View decp citation profile
Other R packages that decp depends, imports, suggests or enhances
Complete documentation for decp
Functions, R codes and Examples using the decp R package
Full decp package functions and examples
Downloads during the last 30 days
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