ChangePointMean.jl

Documentation for ChangePointMean.

This package detects changes in the mean of a time series via randomization test of the cumsum of the centered time series.

References can be found below:

• https://variation.com/wp-content/uploads/change-point-analyzer/change-point-analysis-a-powerful-new-tool-for-detecting-changes.pdf

• https://support.sas.com/resources/papers/proceedings17/1489-2017.pdf

Installation

This package is installable via its URL:

] add https://github.com/DaymondLing/ChangePointMean.jl