Package: ChangePointTaylor
Type: Package
Title: Identify Changes in Mean
Version: 0.3
Date: 2024-07-12
Authors@R: person("Michael", "Marks", email = "michaelmarks@analyticaconsulting.com", role = c("aut", "cre"))
Maintainer: Michael Marks <michaelmarks@analyticaconsulting.com>
Description: A basic implementation of the change in mean detection method outlined in: Taylor, Wayne A. (2000) <https://variation.com/wp-content/uploads/change-point-analyzer/change-point-analysis-a-powerful-new-tool-for-detecting-changes.pdf>. The package recursively uses the mean-squared error change point calculation to identify candidate change points. The candidate change points are then re-estimated and Taylor's backwards elimination process is then employed to come up with a final set of change points. Many of the underlying functions are written in C++ for improved performance. 
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.4), dplyr, purrr, tidyr, magrittr, rlang
LinkingTo: Rcpp
LazyData: true
RoxygenNote: 7.3.2
Suggests: knitr, rmarkdown, ggplot2, bench
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2024-07-12 20:39:00 UTC; mmark
Author: Michael Marks [aut, cre]
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2024-07-14 13:00:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 17:02:12 UTC; unix
Archs: ChangePointTaylor.so.dSYM
