Showing 2 of total 2 results (show query)
rkillick
changepoint:Methods for Changepoint Detection
Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.
Maintained by Rebecca Killick. Last updated 4 months ago.
134 stars 11.05 score 736 scripts 42 dependents
grundy95
changepoint.geo:Geometrically Inspired Multivariate Changepoint Detection
Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.
Maintained by Thomas Grundy. Last updated 4 years ago.
11 stars 4.74 score 10 scripts