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.