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❗ This is a read-only mirror of the CRAN R package repository. changeS — S-Curve Fit for Changepoint Analysis. Homepage: https://github.com/matloff/changeS
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This package does changepoint analysis for both abrupt and gradual change models, by fitting an S-curve using nonlinear least squares. Currently just a single changepoint is analyzed, but this can easily be generalized using the "binary segmentation" method. Code for this will be added in the near future. Both single- and multiple-changepoint models are allowd. In the case of abrupt models, an S-curve is used to approximate a step function. The user specifies a steep slope for this. For gradual models, the slope will be estimated by the algorithm. Output consists of the changepoint location, the pre- and post-mean levels, and for the gradual case, the slope. Standard errors (and covariance matrix) are supplied for all estimated parameters, by calling vcov() on the output.
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❗ This is a read-only mirror of the CRAN R package repository. changeS — S-Curve Fit for Changepoint Analysis. Homepage: https://github.com/matloff/changeS
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