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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]
All associated links for this package
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
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
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Functions, R codes and Examples using the decp R package
Full decp package functions and examples
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