changepoints: A Collection of Change-Point Detection Methods
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The R Foundation
Reference6 articles.
1. Univariate mean change point detection: Penalization, CUSUM and optimality
2. Localising change points in piecewise polynomials of general degrees
3. Optimal nonparametric change point analysis
4. Optimal nonparametric multivariate change point detection and localization
5. Optimal covariance change point localization in high dimensions
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