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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3 |
2026-04-09 windows/windows R-4.5 | ChangePointTaylor_0.3.zip |
442.6 KiB |