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Change Point Analysis in Mathematica

Posted 10 years ago
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Has anyone used Mathematica for change point analysis? I am looking for functionality similar to the "changepoint" package available in "R specifically the "Binary Segmentation" and PELT methods.
POSTED BY: Jon Rogers is a common place to look for libraries in addition to searching online. I looked quickly, but didn't see anything. I'm not famliar with this area. It's possible that it could be implemented easily enough that there hasn't been a need to write a library for it. 

Generally, if some kind of statistical analysis isn't common (my rule of thumb is whether it has a wikipedia article or not), then you may not find it in Mathematica and will want to use RLink to run the R library from Mathematica:
POSTED BY: Sean Clarke
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