Changes in version 0.3.0
- The associated paper is now accepted for publication in Biometrika:
see doi:10.1093/biomet/asaf024 for full details.
- Updated
multiscale.np.mojo() function so that returned
cpts are given in time order.
- The p-values returned by
np.mojo(),
np.mojo.multilag(), and mulsticale.np.mojo()
have been replaced by importance scores: when the bootstrap is used,
these are essentially one minus the p-value. Larger scores give more
evidence of a change point.
- Fixed error that occurs when using the manual threshold and the
np.mojo.multilag() function, thanks to Chuanyang Zhang for
spotting this.
- You can now use different manual thresholds for different lags: for
use in
np.mojo.multilag(), you can supply a vector, whilst
for mulsticale.np.mojo(), you can supply a list of
vectors.
- Added package level documentation: see
?CptNonPar.
Changes in version 0.2.1
- Updated link to the paper in description to comply with CRAN
check.
Changes in version 0.2.0
- Added a new function
multiscale.np.mojo(), this
function performs multiscale, multi-lag nonparametric change point
detection using a set of bandwidths (as opposed to a single bandwidth as
in np.mojo.mulilag()).
- Updated parallelisation code in
np.mojo() to avoid
unnecessary call to closeAllConnections(), thanks to Henrik
Bengtsson for highlighting this.
- Changed uses of itemize in .Rd files to comply with CRAN check.
Changes in version 0.1.1
- Updated description field in Description file.
- Updated examples in np.mojo, np.mojo.multilag, and
multilag.cpts.merge.
Changes in version 0.1.0
- Added a
NEWS.md file to track changes to the
package.