We have recently developed this R package, "rupturesRcpp", for offline change-point detection, recently accepted to CRAN (https://cran.r-project.org/web/packages/rupturesRcpp/index.html). This provides efficient implementations, based on modern C++ and R6, of several popular offline change-point detection algorithms such as PELT, binSeg, and slicing window, as well as various multivariate cost functions. More features will be added in the future.
Could you add this to the anomaly detection task view in the next update? Thanks!
Thanks @eddelbuettel for suggesting this task view.
We have recently developed this R package, "rupturesRcpp", for offline change-point detection, recently accepted to CRAN (https://cran.r-project.org/web/packages/rupturesRcpp/index.html). This provides efficient implementations, based on modern C++ and R6, of several popular offline change-point detection algorithms such as PELT, binSeg, and slicing window, as well as various multivariate cost functions. More features will be added in the future.
Could you add this to the anomaly detection task view in the next update? Thanks!
Thanks @eddelbuettel for suggesting this task view.