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) .


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install.packages("changepoint.geo")

1.0.1 by Thomas Grundy, 4 months ago


https://github.com/grundy95/changepoint.geo/


Browse source code at https://github.com/cran/changepoint.geo


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


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL license


Imports Rdpack

Depends on changepoint, changepoint.np, methods, ggplot2

Suggests testthat, MASS


See at CRAN