[R] changepoint analysis

[vito muggeo]

See the strucchange package for testing problem.
The next version of this package is going to include estimation of
changepoints

best,
vito

----- Original Message -----
From: <yiping.fan at syngenta.com>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, September 11, 2002 8:28 PM
Subject: [R] changepoint analysis


> Hi, all,
>     I'd like to find one or more  changepoints in a dataset
> eg
> for data like
> 0.9  1  0.8   0.8  0.85  0.3  0.9  0.9 0.9 1.1
>
> 0.3 is unlikely a changepoint
>
> but for data like
> 0.9  1  0.8   0.8  0.85  0.3  0.2 0.2 0.1 0.2 0.3
> 0.3 is a change point
>
>   I am wondering is there any function can do changepoint analysis?
>
>
> Ying Fan
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