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strucchange::breakpoints does take time series and returns confidence intervals on the break points.
changepoint.geo. It reduces multivariate problems to angle+length in vector space, and calls cpt.mean and cpt.var on this using PELT. So it's changepoint but with a tweak to allow for high-dimensional data.
Searching for "change detection" yields a set of new packages, e.g., changedetection.
The text was updated successfully, but these errors were encountered:
The overview should include the yet-to-be-reviewed/tested packages mentioned at the top, and perhaps an additional example: https://lindeloev.github.io/mcp/articles/packages.html.
Also update:
strucchange::breakpoints
does take time series and returns confidence intervals on the break points.changepoint.geo
. It reduces multivariate problems to angle+length in vector space, and callscpt.mean
andcpt.var
on this using PELT. So it'schangepoint
but with a tweak to allow for high-dimensional data.changedetection
.The text was updated successfully, but these errors were encountered: