changepoint 0.1.1

Features

• This package implements a mean shift model for change point detection in time series

• This package also provides a python binding to some of the R functions in the changepoint package to detect change points.

Example Usage

import numpy as np from changepoint.mean_shift_model import MeanShiftModel ts = np.concatenate([np.random.normal(0, 0.1, 100), np.random.normal(10, 0.1, 100)]) model = MeanShiftModel() stats_ts, pvals, nums = model.detect_mean_shift(ts, B=1000)

Requirements

• numpy

• scipy

• rpy2

• more_itertools

• joblib

• argpatse

(may have to be independently installed)

Installation

1. cd changepoint

2. pip install -r requirements.txt

3. python setup.py install

History

0.1.0 (2015-02-20)

• First release on PyPI.