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changepoint.np

Methods for Nonparametric Changepoint Detection

Implements the multiple changepoint algorithm PELT with a nonparametric cost function based on the empirical distribution of the data. This package extends the changepoint package (see Killick, R and Eckley, I (2014) <doi:10.18637/jss.v058.i03> ).

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1.0.5 2026-04-09 windows/windows R-4.5 changepoint.np_1.0.5.zip 226.3 KiB

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