Skip to content

matloff/changeS

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

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.



About

No description, website, or topics provided.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages