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) .


Reference manual

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1.0 by Karolos K. Korkas, a year 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