Changepoint Analysis using Censored Time Series Data

To detect the changepoint, this package uses most recent changepoint, double cumulative sum binary segmentation, multiple changepoints in multivariate time series, analyzing each series in the panel independently, and analyzing aggregated data methods. This package is useful to simulate censored time series to detect the most recent changepoint in censored panel data as well as to assess prediction accuracy.


Reference manual

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0.1.0 by Sajid Ali, a year ago

Browse source code at

Authors: Hajra Siddiqa<[email protected]> , Sajid Ali<[email protected]> , Ismail Shah<[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, utils, Rdpack, cents, tbart

Suggests testthat

See at CRAN