Identify Changes in Mean

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.


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install.packages("ChangePointTaylor")

0.1.0 by Michael Marks, 25 days ago


Browse source code at https://github.com/cran/ChangePointTaylor


Authors: Michael Marks [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


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

Suggests knitr

Linking to Rcpp


See at CRAN