[R] changepoint analysis

[Achim Zeileis]

vito muggeo wrote:
> 
> See the strucchange package for testing problem.
> The next version of this package is going to include estimation of
> changepoints

Yes, that's right. It could be used for this kind of problem. Contact me
privately if you're interested in a current strucchange snapshot.
The package maxstat also contains methods which might be helpful.
Best,
Z

> 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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