Identify Changes in Mean

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.


Reference manual

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0.1.1 by Michael Marks, 2 months ago

Browse source code at

Authors: Michael Marks [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, dplyr, purrr, tidyr, magrittr, bench, rlang, ggplot2

Suggests knitr, rmarkdown

Linking to Rcpp

See at CRAN