changepoint.geo: Geometrically Inspired Multivariate Changepoint Detection

Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.

Version: 1.0.1
Depends: R (≥ 3.6), changepoint,, methods, ggplot2
Imports: Rdpack
Suggests: testthat, MASS
Published: 2020-03-31
Author: Thomas Grundy [aut, cre], Rebecca Killick [ths]
Maintainer: Thomas Grundy <t.grundy1 at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: changepoint.geo results


Reference manual: changepoint.geo.pdf


Package source: changepoint.geo_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): changepoint.geo_1.0.1.tgz, r-oldrel (arm64): changepoint.geo_1.0.1.tgz, r-release (x86_64): changepoint.geo_1.0.1.tgz, r-oldrel (x86_64): changepoint.geo_1.0.1.tgz


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