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Releases: EuanMcGonigle/CptNonPar

CptNonPar 0.3.1

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@EuanMcGonigle EuanMcGonigle released this 25 Nov 14:03
  • By default, the data is now centered and scaled before change point detection is applied, which improves empirical performance. This can be turned off by setting the new argument scale.data = FALSE in the functions np.mojo(), np.mojo.multilag(), and multiscale.np.mojo().

CptNonPar 0.3.0

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@EuanMcGonigle EuanMcGonigle released this 16 Apr 14:33
  • The associated paper is now accepted for publication in Biometrika: see
    doi:10.1093/biomet/asaf024 for full details.
  • Updated multiscale.np.mojo() function so that returned cpts are given in
    time order.
  • The p-values returned by np.mojo(), np.mojo.multilag(), and
    mulsticale.np.mojo() have been replaced by importance scores: when the
    bootstrap is used, these are essentially one minus the p-value.
    Larger scores give more evidence of a change point.
  • Fixed error that occurs when using the manual threshold and the
    np.mojo.multilag() function, thanks to Chuanyang Zhang for spotting this.
  • You can now use different manual thresholds for different lags: for use
    in np.mojo.multilag(), you can supply a vector, whilst for
    mulsticale.np.mojo(), you can supply a list of vectors.
  • Added package level documentation: see ?CptNonPar.

CptNonPar 0.2.1

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@EuanMcGonigle EuanMcGonigle released this 23 Apr 16:32

*Updated link to the paper in description to comply with CRAN check.

CptNonPar 0.1.1

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@EuanMcGonigle EuanMcGonigle released this 15 Jun 14:43
  • Updated description field in Description file.
  • Updated examples in np.mojo, np.mojo.multilag, and multilag.cpts.merge.