Geometrically Inspired Multivariate Changepoint Detection

Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) .


Reference manual

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1.0.1 by Thomas Grundy, 2 years ago

Browse source code at

Authors: Thomas Grundy [aut, cre] , Rebecca Killick [ths]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL license

Imports Rdpack

Depends on changepoint,, methods, ggplot2

Suggests testthat, MASS

See at CRAN