ChangePointTaylor: Identify Changes in Mean
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 |
Documentation:
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