kcpRS

cranv1.1.1

Kernel Change Point Detection on the Running Statistics. The running statistics of interest is first extracted using a time window which is slid across the time series, and in each window, the running statistics value is computed. KCP (Kernel Change Point) detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then implemented to flag the change p

License GPL (>= 2)0 versions1 maintainers8 deps81 weekly dl
https://CRAN.R-project.org/package=kcpRS
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First published · 2023-10-25 14:39:30

Last updated · 2023-10-25T12:10:02+00:00