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changepoint

Methods for Changepoint Detection

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

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VersionRepositoryFileSize
2.3 2026-04-09 windows/windows R-4.5 changepoint_2.3.zip 759.0 KiB

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