offlineChange0.0.4 package

Detect Multiple Change Points from Time Series

ChangePoints

Detect Number and Location of Change Points of Independent Data

ChangePointsPlot

Plot Peak Ranges of Change Points

GetLogLik

Get Log Likelihood

GetMle

Estimate Coefficients

GetMleAr

Estimate Coefficients using ar Function

MultiWindow

Multi-window Change Points Detection

OrderKmeans

Detect Location of Change Points of Independent Data

OrderKmeansCpp

Detect Location of Change Points of Independent Data using Rcpp

PeakRange

Peak Ranges Selection

PriorRangeOrderKmeans

Detect Number and Location of Change Points of Independent Data with P...

PriorRangeOrderKmeansCpp

Detect Location of Change Points of Independent Data with Prior Ranges...

RangeToPoint

Get Change Points from Peak Ranges

ScorePlot

Plot score

Download source packageRead PDF manual

Detect the number and locations of change points. The locations can be either exact or in terms of ranges, depending on the available computational resource. The method is based on Jie Ding, Yu Xiang, Lu Shen, Vahid Tarokh (2017) <doi:10.1109/TSP.2017.2711558>.

  • Maintainer: Jiahuan Ye
  • License: GPL-3
  • Last published: 2020-04-20