The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
A basic implementation of the change in mean detection method outlined in: Taylor, Wayne A. (2000) <https://variation.com/wp-content/uploads/change-point-analyzer/change-point-analysis-a-powerful-new-tool-for-detecting-changes.pdf>. 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.
| Version: | 0.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.4), dplyr, purrr, tidyr, magrittr, rlang |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, ggplot2, bench |
| Published: | 2024-07-14 |
| DOI: | 10.32614/CRAN.package.ChangePointTaylor |
| Author: | Michael Marks [aut, cre] |
| Maintainer: | Michael Marks <michaelmarks at analyticaconsulting.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | ChangePointTaylor results |
| Reference manual: | ChangePointTaylor.pdf |
| Vignettes: |
Introduction-to-ChangePointTaylor |
| Package source: | ChangePointTaylor_0.3.tar.gz |
| Windows binaries: | r-devel: ChangePointTaylor_0.3.zip, r-release: ChangePointTaylor_0.3.zip, r-oldrel: ChangePointTaylor_0.3.zip |
| macOS binaries: | r-release (arm64): ChangePointTaylor_0.3.tgz, r-oldrel (arm64): ChangePointTaylor_0.3.tgz, r-release (x86_64): not available, r-oldrel (x86_64): ChangePointTaylor_0.3.tgz |
| Old sources: | ChangePointTaylor archive |
Please use the canonical form https://CRAN.R-project.org/package=ChangePointTaylor to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.