The ecp package provides a non-parametric way to detect changepoints. Unlike
the changepoint package, it does not assume raw data to have any formal
distribution. This wrapper function wraps two functions from the ecp package,
i.e., e.divisive()
and e.agglo()
. Users can use either function
by switching the algorithm
argument. Before using the wrapper function
, seed should be set for the sake of reproducibility.
Arguments
- data
A vector.
- algorithm
Either
divisive
oragglo
.divisive
is the default.- min_size
Minimum number of observations between change points. By default is 2. This argument is only applied when
algorithm = "divisive"
.- ...
Extra arguments to pass on either from
e.divisive()
ore.agglo()
.
Value
A tibble includes which point(s) is/are the changepoint along with raw changepoint value corresponding to that changepoint.