Package: ChangePointTaylor 0.3

ChangePointTaylor: Identify Changes in Mean

A basic implementation of the change in mean detection method outlined in: Taylor, Wayne A. (2000) <https://variation.com/wp-content/uploads/change-point-analyzer/change-point-analysis-a-powerful-new-tool-for-detecting-changes.pdf>. The package recursively uses the mean-squared error change point calculation to identify candidate change points. The candidate change points are then re-estimated and Taylor's backwards elimination process is then employed to come up with a final set of change points. Many of the underlying functions are written in C++ for improved performance.

Authors:Michael Marks [aut, cre]

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ChangePointTaylor.pdf |ChangePointTaylor.html✨
ChangePointTaylor/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/mmarks13/changepointtaylor/issues

On CRAN:

1 exports 0.75 score 22 dependencies 7 scripts 380 downloads

Last updated 2 months agofrom:452219a1d6. Checks:OK: 9. Indexed: yes.

Exports:change_point_analyzer

Dependencies:clicpp11dplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6Rcpprlangstringistringrtibbletidyrtidyselectutf8vctrswithr