Detect Multiple Change Points from Time Series

Detect the number and locations of change points. The locations can be either exact or in terms of ranges, depending on the available computational resource. The method is based on Jie Ding, Yu Xiang, Lu Shen, Vahid Tarokh (2017) .


Reference manual

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0.0.4 by Jiahuan Ye, a year ago

Browse source code at

Authors: Jiahuan Ye [aut, trl, cre] , Jie Ding [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports graphics, utils, stats, methods, Rcpp

Suggests knitr, rmarkdown

Linking to Rcpp

See at CRAN