EnvCpt: Detection of Structural Changes in Climate and Environment Time Series
Rebecca Killick, Claudie Beaulieu, Simon Taylor, Harjit Hullait · 2016
Tools for automatic model selection and diagnostics for Climate and Environmental data. In particular the envcpt() function does automatic model selection between a variety of trend, changepoint and autocorrelation models. The envcpt() function should be your first port of call.