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.
| Version: | 0.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.4), dplyr, purrr, tidyr, magrittr, rlang |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, ggplot2, bench |
| Published: | 2024-07-14 |
| DOI: | 10.32614/CRAN.package.ChangePointTaylor |
| Author: | Michael Marks [aut, cre] |
| Maintainer: | Michael Marks <michaelmarks at analyticaconsulting.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | ChangePointTaylor results |
| Reference manual: | ChangePointTaylor.pdf |
| Vignettes: |
Introduction-to-ChangePointTaylor |
| Package source: | ChangePointTaylor_0.3.tar.gz |
| Windows binaries: | r-devel: ChangePointTaylor_0.3.zip, r-release: ChangePointTaylor_0.3.zip, r-oldrel: ChangePointTaylor_0.3.zip |
| macOS binaries: | r-release (arm64): ChangePointTaylor_0.3.tgz, r-oldrel (arm64): ChangePointTaylor_0.3.tgz, r-release (x86_64): ChangePointTaylor_0.3.tgz, r-oldrel (x86_64): ChangePointTaylor_0.3.tgz |
| Old sources: | ChangePointTaylor archive |
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