=============================== changepoint

.. image:: https://badge.fury.io/py/changepoint.png :target: http://badge.fury.io/py/changepoint

.. image:: https://travis-ci.org/viveksck/changepoint.png?branch=master :target: https://travis-ci.org/viveksck/changepoint

.. image:: https://pypip.in/d/changepoint/badge.png :target: https://pypi.python.org/pypi/changepoint

Change point detection in Time series

• Free software: BSD license
• Documentation: https://changepoint.readthedocs.org.

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

#. cd changepoint #. pip install -r requirements.txt #. python setup.py install