Change-point search

Offline change-point detection on one series or several jointly: PELT, binary segmentation, bottom-up, window sliding, dynamic programming and kernel search over ten segment costs (mean, median, mean-and-covariance, kernel distribution, cosine, regression, continuous trend, rank, Mahalanobis, autoregressive), stopping by a number of breaks, a penalty or a cost budget; and the rolling change score of a sliding window.