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.

Methods for Changepoint Detection

package-ubuntu-20.04-r-4.0.5#cran#changepoint-2.2.2

~~ Methods for function <code>pen.value</code> ~~

<dl>
<dt><code>signature(object = "cpt")</code></dt>
<dd>
Retrieves pen.value slot from an object of class cpt

</dd>
<dt><code>signature(object = "cpt.reg")</code></dt>
<dd>
Retrieves pen.value slot from an object of class cpt.reg

</dd>
</dl>

package-ubuntu-20.04-r-4.0.5#cran#changepoint-2.2.2#docs#pen.value-methods

pen.value-methods

Description

Methods

changepoint

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