ChangePointTaylor: Identify Changes in Mean

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: 0.1.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.4), dplyr, purrr, tidyr, magrittr, bench, rlang, ggplot2
LinkingTo: Rcpp
Suggests: knitr, rmarkdown
Published: 2021-02-22
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

Downloads:

Reference manual: ChangePointTaylor.pdf
Vignettes: Introduction-to-ChangePointTaylor
Package source: ChangePointTaylor_0.1.1.tar.gz
Windows binaries: r-devel: ChangePointTaylor_0.1.1.zip, r-release: ChangePointTaylor_0.1.0.zip, r-oldrel: ChangePointTaylor_0.1.0.zip
macOS binaries: r-release: ChangePointTaylor_0.1.0.tgz, r-oldrel: ChangePointTaylor_0.1.0.tgz
Old sources: ChangePointTaylor archive

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