Packaged: 2015-07-27 20:56:48 UTC; gordonross

Description: Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points. A full description of this package is available in Ross, G.J (2015) - "Parametric and nonparametric sequential change detection in R" available at <https://www.jstatsoft.org/article/view/v066i03>.
Packaged: 2020-10-08 09:27:04 UTC; gotdonross

Title: Detection of Multiple Changes in Slope in Univariate Time-Series
Authors@R: c(person("Daniel", "Grose", role = c("aut", "cre"),email = "dan.grose@lancaster.ac.uk"),
person("Paul", "Fearnhead", role = "aut",email = "p.fearnhead@lancaster.ac.uk"))
Description: Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2018) <doi:10.1080/10618600.2018.1512868>. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.
Imports: Rdpack,methods, Rcpp (>= 0.12.13), ggplot2,mathjaxr

Imports: Rdpack,methods, Rcpp (>= 0.12.13), ggplot2,mathjaxr,pracma

Description: Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2019) <doi:10.1080/10618600.2018.1512868>. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.
Imports: Rdpack,Rcpp (>= 0.12.13), ggplot2,mathjaxr,pracma,methods