Bayesian Methods for Change Points Analysis
BayesChange: Bayesian Methods for Change Points Analysis
Clustering Epidemiological survival functions with common changes in t...
Clustering multivariate times series with common changes in time
Clustering univariate times series with common changes in time
Clustering time dependent obsevations with common change points.
ClustCpObj class constructor
Detect Change Points on multivariate time series
Detect Change Points on an univariate time series.
Detect change points on time series.
DetectCpObj class constructor
Plot estimated partition
Plot estimated change points
Estimate the change points of the data
Estimate the change points of the data
set generic
ClustCpObj print method
DetectCpObj print method
Simulate epidemiological data
ClustCpObj summary method
DetectCpObj summary method
Perform change points detection on univariate and multivariate time series according to the methods presented by Asael Fabian Martínez and Ramsés H. Mena (2014) <doi:10.1214/14-BA878> and Corradin, Danese and Ongaro (2022) <doi:10.1016/j.ijar.2021.12.019>. It also clusters different types of time dependent data with common change points, see "Model-based clustering of time-dependent observations with common structural changes" (Corradin,Danese,KhudaBukhsh and Ongaro, 2024) <doi:10.48550/arXiv.2410.09552> for details.
Useful links