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This package does changepoint analysis for both abrupt and gradual
change models, by fitting an S-curve using nonlinear least squares.
Currently just a single changepoint is analyzed, but this can easily be
generalized using the "binary segmentation" method. Code for this will
be added in the near future.
In the case of abrupt models, the S-curve is used to approximate a step
function. The user specifies a steep slope for this. For gradual
models, the slope will be estimated by the algorithm.
Output consists of the changepoint location, the pre- and post-mean
levels, and for the gradual case, the slope. Standard errors (and
covariance matrix) are supplied for all estimated parameters, by calling
vcov() on the output.