CRAN/E | ChangePointTaylor

ChangePointTaylor

Identify Changes in Mean

Installation

About

A basic implementation of the change in mean detection method outlined in: Taylor, Wayne A. (2000) . The package recursively uses the mean-squared error change point calculation to identify candidate change points. The candidate change points are then re-estimated and Taylor's backwards elimination process is then employed to come up with a final set of change points. Many of the underlying functions are written in C++ for improved performance.

Key Metrics

Version 0.2
R ≥ 3.5.0
Published 2022-03-10 772 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ChangePointTaylor results

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Maintainer

Maintainer

Michael Marks

michaelmarks@analyticaconsulting.com

Authors

Michael Marks

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Introduction-to-ChangePointTaylor

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ChangePointTaylor archive

Depends

R ≥ 3.5.0

Imports

Rcpp ≥ 1.0.4
dplyr
purrr
tidyr
magrittr
bench
rlang
ggplot2

Suggests

knitr
rmarkdown

LinkingTo

Rcpp