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ecp  

Non-Parametric Multiple Change-Point Analysis of Multivariate Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ecp", "3.1.6")



Attach the package and use:
library("ecp")
Maintained by
Wenyu Zhang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-02-04
Latest Update: 2024-08-26
Description:
Implements various procedures for finding multiple change-points from Matteson D. et al (2013) , Zhang W. et al (2017) , Arlot S. et al (2019). Two methods make use of dynamic programming and 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.
How to cite:
Wenyu Zhang (2013). ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data. R package version 3.1.6, https://cran.r-project.org/web/packages/ecp. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:34), 1.5.1 (2013-02-04 07:57), 1.5.2 (2013-02-08 07:23), 1.5.3 (2013-05-21 18:35), 1.5.4 (2013-06-08 15:40), 1.5.5 (2013-11-20 17:03), 1.6.0 (2014-07-20 10:23), 1.6.2 (2015-01-04 23:55), 2.0.0 (2015-05-21 01:38), 3.0.0 (2016-09-27 08:41), 3.1.0 (2017-12-15 13:14), 3.1.1 (2019-03-18 06:30), 3.1.2 (2019-11-11 07:20), 3.1.3 (2020-10-25 15:20), 3.1.4 (2023-04-04 20:30), 3.1.5 (2023-07-01 14:10)
Other packages that cited ecp R package
View ecp citation profile
Other R packages that ecp depends, imports, suggests or enhances
Complete documentation for ecp
Functions, R codes and Examples using the ecp R package
Some associated functions: ACGH.RData . DJIA.RData . e.agglo . e.cp3o . e.cp3o_delta . e.divisive . e.split . ecp-internal . find.closest . getBetween . getWithin . gof.update . ks.cp3o . ks.cp3o_delta . perm.cluster . process.data . sig.test . splitPoint . splitPointC . updateDistance . 
Some associated R codes: cp3o.R . e_agglomerative.R . e_divisive.R . energyChangePoint.R . kernelCPA.R .  Full ecp package functions and examples
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