Graph-Based Change-Point Detection (g-Segmentation)

Uses similarity graphs to estimate change-points and their p-values. The default data-level interface constructs a k-MST with k=floor(sqrt(N)) and reports the max-type scan. The generalized, original, and weighted scans remain available explicitly.


Reference manual

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install.packages("gSeg")

1.1 by Hao Chen, a month ago


Browse source code at https://github.com/cran/gSeg


Authors: Hao Chen [aut, cre] , Nancy R. Zhang [aut] , Lynna Chu [aut] , Hoseung Song [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports ade4


See at CRAN