Methods for Fast Multiple Change-Point Detection and Estimation

A developing software suite for multiple change-point detection/estimation (data segmentation) in data sequences.


Reference manual

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2.1 by Yining Chen, 5 months ago

Browse source code at

Authors: Andreas Anastasiou [aut] , Yining Chen [aut, cre] , Haeran Cho [aut] , Piotr Fryzlewicz [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-2 license

Imports plyr, Rcpp

Suggests testthat, knitr, rmarkdown

Linking to Rcpp

See at CRAN