ecp

MaRDI QIDQ32887swMATHCRANFDO

Authors Wenyu Zhang, Nicholas A. James, David S. Matteson

Last update 26 August 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 3.1.4, 1.5.1, 1.5.2, 1.5.3, 1.5.4, 1.5.5, 1.6.0, 1.6.2, 2.0.0, 3.0.0, 3.1.0, 3.1.1, 3.1.2, 3.1.3, 3.1.5, PACKAGES.rds, 3.1.6

Official website https://cran.r-project.org/web/packages/ecp/index.html

Source code repository https://github.com/cran/ecp

Description

Implements various procedures for finding multiple change-points from Matteson D. et al (2013) <doi:10.1080/01621459.2013.849605>, Zhang W. et al (2017) <doi:10.1109/ICDMW.2017.44>, Arlot S. et al (2019). Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.

Cites work

• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Pruning and Nonparametric Multiple Change Point Detection

Cited in

(79)

• ggchangepoint
• vccp
• hdcd
• onlineCOV
• gSeg
• jointseg
• stray
• PersistenceCurves
• envoutliers
• High-dimensional changepoint detection via a geometrically inspired mapping
• CLUES
• Change-point detection in high-dimensional covariance structure
• combinat
• New efficient algorithms for multiple change-point detection with reproducing kernels
• changepoint
• strucchange
• CGH-Plotter
• Most recent changepoint detection in censored panel data
• seriation
• qpcR
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Detecting and modeling changes in a time series of proportions
• A robust bootstrap change point test for high-dimensional location parameter
• Change-point methods for multivariate time-series: paired vectorial observations
• An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
• wbs
• Multiple changepoint detection in categorical data streams
• seqCBS
• npcp
• cpm
• bcp
• ftsa
• Modeling a nonlinear biophysical trend followed by long-memory equilibrium with unknown change point
• InspectChangepoint
• DNAcopy
• not
• FDRSeg
• factorcpt
• changepoint.np
• stepR
• FreSpeD
• Segmentor3IsBack
• ruptures
• breakfast
• cumSeg
• KernSeg
• HSMUCE
• MODISTools
• capushe
• IDetect
• hypoRF
• TDAstats
• FASeg
• High dimensional change point estimation via sparse projection
• SP500R
• MoEClust
• Product partition latent variable model for multiple change-point detection in multivariate data
• PeakSegOptimal
• BayesProject
• changepoint.geo
• Change surfaces for expressive multidimensional changepoints and counterfactual prediction
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• cpcens
• fabisearch
• tsoutliers
• mosum
• fpop
• VARDetect
• salso
• PyChEst
• WorldClim
• FuzzyPovertyR
• ViralEntropR
• PCRedux
• rplanes
• A kernel multiple change-point algorithm via model selection
• Bayesian change point detection for functional data
• RMaCzek
• Optimal nonparametric change point analysis

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