Non-Parametric Multiple Change-Point Analysis of Multivariate Data


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Documentation for package ‘ecp’ version 3.1.5

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ACGH Bladder Tumor Micro-Array Data
DJIA Dow Jones Industrial Average Index
e.agglo ENERGY AGGLOMERATIVE
e.cp3o CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA E-STATISTIC)
e.cp3o_delta CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA E-STATISTIC)
e.divisive ENERGY DIVISIVE
kcpa Kernel Change Point Analysis
ks.cp3o CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA KOLMOGOROV-SMIRNOV STATISTIC)
ks.cp3o_delta CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA KOLMOGOROV-SMIRNOV STATISTIC)