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gfpop-matlab

Matlab implementation of gfpop changepoint detection algorithm developed by Vincent Runge, Toby Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill

Original Repository: https://github.com/vrunge/gfpop

All of the functionality should be contained in the three functions gfpopEdge.m, gfpopGraph.m, and gfpop.m. Just download the whole file and add it to your path in Matlab. In Matlab use the help function in the console for additional comments about the functions and their different inputs and outputs.