Releases: EuanMcGonigle/CptNonPar
Releases · EuanMcGonigle/CptNonPar
Release list
CptNonPar 0.3.1
- 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 = FALSEin the functionsnp.mojo(),np.mojo.multilag(), andmultiscale.np.mojo().
CptNonPar 0.3.0
- 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mulsticale.np.mojo()have been replaced by importance scores: when the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
innp.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
*Updated link to the paper in description to comply with CRAN check.
CptNonPar 0.1.1
- Updated description field in Description file.
- Updated examples in np.mojo, np.mojo.multilag, and multilag.cpts.merge.