What is the effective change point detection technique for identifying the changepoints in a higly skewed data series?

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Rafael Fernandes

Recently I have started working with the R package called "changepoint". It is a really powerful tool for detecting change points. But there is a need to study the package information once there are many methods for change point detection within this package.

Pankaj Dey

Yeah, I tried that, but I want any algorithm, which better suits the skewed distributions.