Package: eNchange 1.0

eNchange: Ensemble Methods for Multiple Change-Point Detection

Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) <arxiv:2003.03649>.

Authors:Karolos K. Korkas

eNchange_1.0.tar.gz
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eNchange.pdf |eNchange.html✨
eNchange/json (API)

# Install 'eNchange' in R:
install.packages('eNchange', repos = c('https://kakoko1984.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

6 exports 1 stars 0.09 score 43 dependencies 128 downloads

Last updated 5 years agofrom:30bce943c6. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64OKSep 08 2024
R-4.5-linux-x86_64OKSep 08 2024
R-4.4-win-x86_64OKSep 08 2024
R-4.4-mac-x86_64OKSep 08 2024
R-4.4-mac-aarch64OKSep 08 2024
R-4.3-win-x86_64OKSep 08 2024
R-4.3-mac-x86_64OKSep 08 2024
R-4.3-mac-aarch64OKSep 08 2024

Exports:BinSegboot_threshEnBinSegpc_acdsimpc_hawkessimZ_trans

Dependencies:ACDmclicodetoolscolorspacedoParalleldplyrfansifarverforeachgenericsggplot2gluegtablehawkesisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadillorlangRsolnpscalestibbletidyselecttruncnormutf8vctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Ensemble Methods for Multiple Change-Point DetectioneNchange-package eNchange
An S4 method to detect the change-points in an irregularly spaced time series using Binary Segmentation.BinSeg BinSeg,ANY-method BinSeg-class BinSeg-methods
A bootstrap method to calculate the threshold (stopping rule) in the BS or EBS segmentation.boot_thresh boot_thresh,ANY-method boot_thresh-class boot_thresh-methods
An S4 method to detect the change-points in an irregularly spaced time series using Ensemble Binary Segmentation.EnBinSeg EnBinSeg,ANY-method EnBinSeg-class EnBinSeg-methods
A method to simulate nonstationary ACD models.pc_acdsim pc_acdsim,simACD-method pc_acdsim-class pc_acdsim-methods
A method to simulate nonstationary Hawkes models.pc_hawkessim pc_hawkessim,simHawkes-method pc_hawkessim-class pc_hawkessim-methods
An S4 class for a nonstationary ACD model.simACD-class
An S4 class for a nonstationary ACD model.simHawkes-class
Transformation of an irregularly spaces time series.Z_trans Z_trans,ANY-method Z_trans-class Z_trans-methods