Package: ChangePointTaylor
Type: Package
Title: Identify Changes in Mean
Version: 0.2
Date: 2022-03-10
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, bench, rlang,
        ggplot2
LinkingTo: Rcpp
LazyData: true
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2022-03-10 17:44:55 UTC; michael
Author: Michael Marks [aut, cre]
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2022-03-10 18:10:02 UTC
Built: R 4.1.2; x86_64-apple-darwin17.0; 2022-03-11 13:38:27 UTC; unix
Archs: ChangePointTaylor.so.dSYM
