Changepoint Analysis for Multivariate Time Series

Detects the Most Recent Changepoints (mrc) for panel data consisting of many related univariate timeseries using the method developed by Bardwell, Fearnhead, Eckley, Smith and Spott (2018) .


Reference manual

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1.0.1 by Daniel Grose, a year ago

Browse source code at

Authors: Lawrence Bardwell <[email protected]> [aut] , Idris Eckley <[email protected]> [ths,ctb] , Paul Fearnhead <[email protected]> [ths,ctb] , Daniel Grose <[email protected]> [aut,cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports Rcpp, methods, zoo, tbart, Rdpack, ggplot2, reshape2, assertive

Suggests gridExtra

Linking to Rcpp

See at CRAN