To install and use the package you can run in R:
- library(devtools)
- devtools::install_github('hernanmp/RMNCP')
- library(RMNCP)
This an R package based on the method from the paper "Optimal nonparametric multivariate change point detection and localization". The main functions in the package R:
- MNWBS_full
To read documentation for this function you can run help("MNWBS_full")
The source folder also contains a file called "Demo.R" that has an example on how to call the function.