The ChangePointDetection function detects change points in a stochastic process or time series, using retrospective change-point detection, implemented with these algorithms:
- Search algorithm: binary search
- Segmentation algorithm: normal distribution and linear regression
Use this function when the input data can be stored in memory and the application does not require a real-time response. If the input data cannot be stored in memory, or the application requires a real-time response, use the function RtChangePointDetection.