Complete Change Point Analysis

Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) and a novel estimation methodology from Fotopoulos et al. (2023) generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.


Reference manual

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install.packages("decp")

0.1.2 by Vasileios Pavlopoulos, 2 years ago


Browse source code at https://github.com/cran/decp


Authors: Vasileios Pavlopoulos [cre, aut] , Hieu Pham [aut, ctb] , Paras Bhatt [aut, ctb] , Yi Tan [aut, ctb] , Ravi Patnayakuni [aut, ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports geigen, ggplot2, magrittr, matrixcalc, purrr, rlang, stats


See at CRAN