Ensemble Methods for Multiple Change-Point Detection

Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) .


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install.packages("eNchange")

1.0 by Karolos K. Korkas, 7 months ago


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


Authors: Karolos K. Korkas


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, foreach, iterators, doParallel, methods, hawkes, ACDm

Suggests MASS

Linking to Rcpp


See at CRAN