activity
20132017
most citedecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data

31 citations · 49 across the 4 of their papers we have counts for

collaborators
Showing 2013Show all

2 papers · 1 filter

stat.CO2013★ 31 cited

ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data

Nicholas A. James, David S. Matteson

There are many different ways in which change point analysis can be performed, from purely parametric methods to those that are distribution free. The ecp package is designed to pe…

stat.ME2013★ 8 cited

A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data

David S. Matteson, Nicholas A. James

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. S…