[R] Offline change detection methods?

Thomas Lumley tlumley at u.washington.edu
Mon Sep 10 17:54:28 CEST 2001

On Mon, 10 Sep 2001, Henrik Bengtsson wrote:

> Dear [R] people, I am looking for a method to test if there are any
> changes (jump points) in a time series data set or not. If there are, I
> would like to identify the jump points. All the data is available from the
> beginning so an offline method could be used.

The strucchange package may be helpful here.


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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