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: Reference manual: ChangePointTaylor.pdf Vignettes: Introduction-to-ChangePointTaylor (source, R code)Please use the canonical form https://CRAN.R-project.org/package=ChangePointTaylor to link to this page.
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