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.

Version:	0.3
Depends:	R (≥ 3.5.0)
Imports:	Rcpp (≥ 1.0.4), dplyr, purrr, tidyr, magrittr, rlang
LinkingTo:	Rcpp
Suggests:	knitr, rmarkdown, ggplot2, bench
Published:	2024-07-14
DOI:	10.32614/CRAN.package.ChangePointTaylor
Author:	Michael Marks [aut, cre]
Maintainer:	Michael Marks <michaelmarks at analyticaconsulting.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Materials:	README NEWS
CRAN checks:	ChangePointTaylor results

Documentation:

Reference manual:	ChangePointTaylor.pdf
Vignettes:	Introduction-to-ChangePointTaylor

Downloads:

Package source:	ChangePointTaylor_0.3.tar.gz
Windows binaries:	r-devel: ChangePointTaylor_0.3.zip, r-release: ChangePointTaylor_0.3.zip, r-oldrel: ChangePointTaylor_0.3.zip
macOS binaries:	r-release (arm64): ChangePointTaylor_0.3.tgz, r-oldrel (arm64): ChangePointTaylor_0.3.tgz, r-release (x86_64): ChangePointTaylor_0.3.tgz, r-oldrel (x86_64): ChangePointTaylor_0.3.tgz
Old sources:	ChangePointTaylor archive

Linking:

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