Changepoint is a Go library for changepoint detection with support for nonparametric distributions.
package changepoint_test
import (
"fmt"
"math"
"math/rand"
"pgregory.net/changepoint"
)
func ExampleNonParametric() {
r := rand.New(rand.NewSource(0))
var data []float64
for i := 0; i < 20; i++ {
data = append(data, math.Exp(r.NormFloat64()+1))
}
for i := 0; i < 60; i++ {
data = append(data, math.Exp(r.NormFloat64()))
}
for i := 0; i < 20; i++ {
data = append(data, math.Exp(r.NormFloat64()-1))
}
fmt.Println(changepoint.NonParametric(data, 1))
// Output:
// [14 78]
}Changepoint is licensed under the Apache License Version 2.0.
ED-PELT implementation is based on the original Perfolizer code by Andrey Akinshin:
The MIT License
Copyright (c) 2020 Andrey Akinshin
Copyright (c) 2013–2020 .NET Foundation and contributors
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permit persons to whom the Software is furnished to do so, subject to
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The above copyright notice and this permission notice shall be
included in all copies or substantial portions of the Software.
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